A Useful Inequality on Ratios of Integrals, with Application to Maximum Likelihood Estimation
积分比值的一个实用不等式及其极大似然估计应用
A generalization of a well-known covariance inequality is proved and is used to furnish sufficient conditions for the strict concavity of the log-likelihood of an observable random variable Y as a function of a real parameter θ that governs the distribution of an unobservable random variable X on which the distribution of Y depends in a known way.