Abstract
Prior information regarding a statistical model frequently constrains the shape of the parameter set and can often be quantified by placing inequality constraints on the parameters. For example, the expected response or the probability of a specific response may increase or decrease with the treatment level; a regression function may be nondecreasing or convex or both; the failure rate of a component may increase as it ages; or the treatment response may stochastically dominate the control. The fact that utilization of such ordering information increases the efficiency of procedures developed for statistical inference is well documented. The onetailed two-sample t-test provides a familiar example in which the procedure which utilizes the prior information (the one-sided test) dominates procedures which ignore this information.
Access this chapter
Tax calculation will be finalised at checkout
Purchases are for personal use only
Preview
Unable to display preview. Download preview PDF.
References
Ayer, M., Brunk, H.D., Ewing, G.M., Reid, W.T. & Silverman, E. (1955). An empirical distribution function for sampling with incomplete information. Ann. Math. Statist. 26, 641–647.
Barlow, R.E., Bartholomew, D.J., Bremner, J.M. & Brunk, H.D. (1972). Statistical Inference under Order Restrictions. Wiley: New York.
Barlow, R.E. & Brunk, H.D. (1972). The isotonic regression problem and its dual. J. Amer. Statist. Assoc. 67, 140–147.
Barlow, R.E. & van Zwet, W.R. (1970). Asymptotic properties of isotonic estimators for the generalized failure rate function. Part I: Strong consistency. In M.L. Puri (Ed.), Nonparantetric Techniques in Statistical Inference. Cambridge University Press, 159–173.
Bartholomew, D.J. (1959). A test of homogeneity for ordered alternatives. Biometrika 46, 36–48.
Brunk, H.D. (1955). Maximum likelihood estimates of monotone parameters. Ann. Math. Statist. 26, 607–616.
Chacko, V.J. (1963). Testing homogeneity against ordered alternatives. Ann. Math. Statist. 34, 945–956.
Chernoff, H. (1954). On the distribution of the likelihood ratio. Ann. Math. Statist. 25, 573–578.
Eeden, C. van (1956). Maximum likelihood estimation of ordered probabilities. Proc. K. ned. Akad. Wet.(A), 59/Indag. math. 18, 444–455.
Grenander U. 1956. On the theory of mortality measurement. Part II. Skand. Akt. 39 125–153.
Jonckheere, A.R. (1954). A distribution-free k-sample test against ordered alternatives. Biometrika 41, 133–145.
Kudô, A. (1963). A multivariate analogue of the one-sided test. Biomaetrika 50, 403–418.
Marshall, A.W. & Proschan, F. (1965). Maximum likelihood estimation for distributions with monotone failure rate. Ann. Math. Statist. 36, 69–77.
Perlman, M.D. (1969). One-sided problems in multivariate analysis. Ann. Math. Statist. 40, 549–567 (for corrections to the above paper, see Ann. Math. Statist. 42, 1777).
Prakasa Rao, B.L.S. (1969). Estimation of a unimodal density. Sankhya (A) 3, 23–36.
Robertson, T. (1967). On estimating a density which is measurable with respect to a π-lattice. Ann. Math. Statist. 38, 482–493.
Terpstra, T.J. (1952). The asymptotic normality and consistency of Kendall’s test against trend when ties are present in one ranking. Proc. Sect. Sei. K. ned. Akad. Wet. (A) 55 / Indag. math. 14, 327–333.
Wegman, E.J. (1970). Maximum likelihood estimation of a unimodal density function. Ann. Math. Statist. 41, 457–471.
Author information
Authors and Affiliations
Editor information
Editors and Affiliations
Rights and permissions
Copyright information
© 1986 Springer-Verlag Berlin Heidelberg
About this paper
Cite this paper
Dykstra, R., Robertson, T., Wright, F.T. (1986). Introduction. In: Dykstra, R., Robertson, T., Wright, F.T. (eds) Advances in Order Restricted Statistical Inference. Lecture Notes in Statistics, vol 37. Springer, New York, NY. https://doi.org/10.1007/978-1-4613-9940-7_1
Download citation
DOI: https://doi.org/10.1007/978-1-4613-9940-7_1
Publisher Name: Springer, New York, NY
Print ISBN: 978-0-387-96419-5
Online ISBN: 978-1-4613-9940-7
eBook Packages: Springer Book Archive