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

Marco Scarsini

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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.

Keywords: exchangeable process; extendibility (search for similar items in EconPapers)
Date: 1985
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Published in Statistics and Probability Letters, 1985, Vol. 3, N°2, pp. 57-62. ⟨10.1016/0167-7152(85)90024-0⟩

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Journal Article: Lower bounds for the distribution function of a k-dimensionaln-extensible exchangeable process (1985)
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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:hal-00542364

DOI: 10.1016/0167-7152(85)90024-0

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