Order preserving property of moment estimators |
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Authors: | Piotr Nowak |
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Affiliation: | Mathematical Institute, University of Wroc?aw, Pl. Grunwaldzki 2/4, 50-384 Wroc?aw, Poland |
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Abstract: | Balakrishnan and Mi (2001) considered order preserving property of maximum likelihood estimators. In this paper there are given conditions under which the moment estimators have the property of preserving stochastic orders. The preserving property for the usual stochastic order as well as for likelihood ratio one is considered. Sufficient conditions are established for some parametric families of distributions. |
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Keywords: | Moment estimator Maximum likelihood estimator Exponential family Stochastic ordering Total positivity |
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