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

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.

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Year of publication:	1985
Authors:	Scarsini, Marco
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 3.1985, 2, p. 57-62
Publisher:	Elsevier
Subject:	exchangeable process extendibility

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

Persistent link: https://www.econbiz.de/10005137692