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.

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Year of publication:	2001
Authors:	Kaluszka, M. ; Okolewski, A.
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 55.2001, 2, p. 181-186
Publisher:	Elsevier
Keywords:	Dependent random variables Exchangeable random variables Empirical distribution function Order statistics Bonferroni-type inequalities

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005313922