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Article Dans Une Revue Statistics and Probability Letters Année : 1985

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

Résumé

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 et versions

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

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Citer

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⟩

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