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and the function
u
ðÞ ¼ m
g ðÞw
ðÞ:
1 [ X
2 , where
Lemma 4.1 The
φ
(h) function is nondecreasing at 8 h 2 X
=
;
1 ¼
h 1
h 1 ¼ inf H þ
X
h 0
:
h 2
0
;
;
F ð 0 Þ=
N ð 0 Þ \ m
n
h
i
\ H ¼ 0
o
2 ¼
h i
h j
h j
2 H
h j
2 H þ
h i
h j
X
h 0
:
h 2
;
=
;
;
;
1 [ X
2 where
Lemma 4.2 The φ
(h) function is nonincreasing at 8 h 2 X
=
;
1 ¼
h 1
h 1 ¼ inf H
X
h 0
:
h 2
0
;
;
F ð 0 Þ=
N ð 0 Þ \ m
n
h
i
\ H þ ¼ 0
o
2 ¼
h i
h j
h i
2 H þ
h j
2 H
h i
h j
X
h 0
:
h 2
;
=
;
;
;
The validity of the Lemmas 4.1 and 4.2 follows from the elementary properties
of the function
; u 0 ðÞ ¼ m
φ
(h). In particular, we have:
u
ðÞ ¼0
N ðÞ F ðÞ; ...;
ðÞ ðÞ ¼vN i ð Þ ðÞ F ð i 1 Þ ðÞ:
Note 1 . The conclusion of the lemma 4.1 remains also valid at F(0)/N(0) =
u
ʽ
,
provided
h
i
9ðÞ F ð s Þ ðÞ=
N ð s Þ ðÞ \ m;
F ð j Þ ðÞ=
N ð j Þ ðÞ ¼ m;
j ¼ 0
;
; ...;
:
1
s1
Note 2 . The conclusion of the lemma 4.2 remains also valid at F(0)/N(0) =
ʽ
,
provided
h
i
:
9ðÞ F ð s Þ ðÞ= N ð s Þ ðÞ [ m; F ð j Þ ðÞ= N ð j Þ ðÞ ¼ m;
j ¼ 0 ; 1 ; ...; s1
According to Eq. ( 4.42 ) the function p(h) is the function of
φ
(h):
8
<
9
=
Z
h
p ð h Þ ¼ p ð 0 Þ
w ð y Þ exp
½
y Þ
dy
exp h Þ
½
ð 4
:
43 Þ
:
;
0
Based on the results of the lemmas 4.1 and 4.2 , from ( 4.43 ) one can easily
formulate the monotonicity properties of the function p(h). Since
φ
(h) does not
þ ¼ X
1 [ X
2 , the function exp[
decrease in the set
X
−φ
(h)] will be nonincreasing
At w ðÞ 0 the function p ðÞ R w ðÞ exp½ u
þ
at 8 h 2 X
:
ðÞ dy is nonincreasing at
þ .
any values of h
0. Therefore p(h) is the nonincreasing function of 8 h 2 X
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