Article
The Pitman Inequality For Exchangeable Random Vectors
Statistics and Probability Letters
Document Type
Article
Language
eng
Format of Original
5 p.
Publication Date
8-1-2013
Publisher
Elsevier
Original Item ID
doi: 10.1016/j.spl.2013.04.010
Disciplines
Abstract
In this short article the following inequality called the “Pitman inequality” is proved for the exchangeable random vector (X1,X2,…,Xn) without the assumption of continuity and symmetry for each component Xi:
P(|1n∑i=1nXi|≤|∑i=1nαiXi|)≥12 ,
where all αi≥0 are special weights with ∑i=1nαi=1.
Citation Information
J. Behboodian, Naveen K. Bansal, Gholamhossein Hamedani and Hans Volkmer. "The Pitman Inequality For Exchangeable Random Vectors" Statistics and Probability Letters (2013) ISSN: 0167-7152 Available at: http://works.bepress.com/naveen_bansal/9/
Statistics and Probability Letters, Vol. 83, No. 8 (August 2013): 1825-1829. DOI. © 2013 Elsevier. Used with permission.