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An ordering inequality for exchangeable random variables
Published online by Cambridge University Press: 01 July 2016
Abstract
Let X1, · ··, Xn be exchangeable random variables with finite variance and two sequences of constants satisfying a1≦···≦an, b1≦···≦bn. Suppose that a′1, ···, a′n is a rearrangement of a1, ···, an and that g(x) is a non-decreasing function. Then
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- Copyright © Applied Probability Trust 1986
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The writing of this paper was partially supported by Grant DMS 842–1301 from the National Science Foundation to the Department of Statistics, Princeton University.