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An extension of Mehta theorem with applications

✍ Scribed by Ying-Lian Wu; Chien-Hao Huang; Liang-Ju Chu


Book ID
113721919
Publisher
Elsevier Science
Year
2012
Tongue
English
Weight
153 KB
Volume
391
Category
Article
ISSN
0022-247X

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The necessary and su cient 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.