Lower bounds for the distribution function of a k-dimensional n-extensible exchangeable process - HEC Paris - École des hautes études commerciales de Paris Access content directly
Journal Articles Statistics and Probability Letters Year : 1985

Lower bounds for the distribution function of a k-dimensional n-extensible exchangeable process

Abstract

A lower bound for the distribution function of a k-dimensional, n-extensible exchangeable process is provided when the marginals are uniform on the unit segment. The result is obtained by means of standard linear programming techniques. The lower bound for infinitely extendible exchangeable processes is the distribution of independent random variables.

Dates and versions

hal-00542364 , version 1 (02-12-2010)

Identifiers

Cite

Marco Scarsini. Lower bounds for the distribution function of a k-dimensional n-extensible exchangeable process. Statistics and Probability Letters, 1985, Vol. 3, N°2, pp. 57-62. ⟨10.1016/0167-7152(85)90024-0⟩. ⟨hal-00542364⟩

Collections

HEC CNRS
39 View
0 Download

Altmetric

Share

Gmail Facebook X LinkedIn More