An extension of the Erdös-Neveu-Rényi theorem with applications to order statistics
The necessary and sufficient conditions are given for some stochastic process to be an empirical distribution function from some exchangeable random variables. The result is applied to establish sharp lower and upper bounds for order statistics based on possibly dependent random variables.
Volume (Year): 55 (2001)
Issue (Month): 2 (November)
|Contact details of provider:|| Web page: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description|
|Order Information:|| Postal: http://www.elsevier.com/wps/find/supportfaq.cws_home/regional|
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Caraux, G. & Gascuel, O., 1992. "Bounds on distribution functions of order statistics for dependent variates," Statistics & Probability Letters, Elsevier, vol. 14(2), pages 103-105, May.
- Rychlik, Tomasz, 1992. "Stochastically extremal distributions of order statistics for dependent samples," Statistics & Probability Letters, Elsevier, vol. 13(5), pages 337-341, April.
- Rychlik, Tomasz, 1995. "Bounds for order statistics based on dependent variables with given nonidentical distributions," Statistics & Probability Letters, Elsevier, vol. 23(4), pages 351-358, June.
- Gascuel, O. & Caraux, G., 1992. "Bounds on expectations of order statistics via extremal dependences," Statistics & Probability Letters, Elsevier, vol. 15(2), pages 143-148, September.
- Masaaki Sibuya, 1991. "Bonferroni-type inequalities; Chebyshev-type inequalities for the distributions on [0, n]," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 43(2), pages 261-285, June.
When requesting a correction, please mention this item's handle: RePEc:eee:stapro:v:55:y:2001:i:2:p:181-186. See general information about how to correct material in RePEc.
If references are entirely missing, you can add them using this form.