Posterior odds are monotone under a monotone likelihood ratio
ID: posterior-odds-are-monotone-under-a-monotone-likelihood-ratio
For a family with a monotone likelihood ratio in , a prior density and cutoff , the posterior odds of against are nondecreasing in . To prove it, write the unnormalized masses as and . For , the difference is the double integral over of . Each integrand is nonnegative by the likelihood-ratio ordering. Common factors in the full-data likelihood cancel from the odds, so the same argument works when is a statistic rather than the complete observation. Interpret zero denominators by extended odds whenever the posterior is defined.
New to topics? Read the docs here!