non central t distribution

May 2010
7
0
I have been very stuck with this problem.

tv(d) is non central t distribution with v degrees of freedom and non centrality parameter d

show for fixed x, P[|tv(d)|>x] is strictly increasing in |d|
 
Nov 2009
517
130
Big Red, NY
Hi,

Chernoff's (or maybe Chebychev's) inequality will help you here.
 
  • Like
Reactions: lyann
May 2010
7
0
yes, this looks a little bit like a chebychev's inequality but I don't see putting a bound on the function is gong to help proving it is increasing in |d|.