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An Extension of a Convolution Inequality forG-Monotone Functions and an Approach to Bartholomew's Conjectures

Manabu Iwasa

Journal of Multivariate Analysis, 1996, vol. 59, issue 2, 249-271

Abstract: A variety of convolution inequalities have been obtained since Anderson's theorem. ?In this paper, we extend a convolution theorem forG-monotone functions by weakening the symmetry condition ofG-monotone functions. Our inequalities are described in terms of several orderings obtained from a cone. It is noteworthy that the orderings detect differences in directions. A special case of the orderings induces a majorization-like relation on spheres. Applying our inequality, Bartholomew's conjectures, which concern directions yielding the maximum power and the minimum power of likelihood ratio tests for order-restricted alternatives, are partly settled.

Keywords: Bartholomew's; conjecture; -test; cone; ordering; convolution; inequality; G; -monotone; function; K-decreasing; function; majorization; order; restricted; alternatives; reflection (search for similar items in EconPapers)
Date: 1996
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