The Pitman inequality for exchangeable random vectors

DOI10.1016/J.SPL.2013.04.010MaRDI QIDQ383838zbMATH OpenOpenAlexFDO

Authors J. Behboodian, Naveen K. Bansal, G. G. Hamedani, Hans W. Volkmer

Publication date 6 December 2013

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://epublications.marquette.edu/cgi/viewcontent.cgi?article=1164&context=mscs_fac

zbMATH Keywords

characteristic functionequality in distributionexchangeabilityPitman inequality

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15)

Recommendations

• Kolmogorov's inequality for exchangeable R.V.'s
• Large deviations for exchangeable random vectors
• On a representation theorem for finitely exchangeable random vectors
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• A maximal inequality for exchangeable systems of random variables
• On the extendibility of partially exchangeable random vectors
• An ordering inequality for exchangeable random variables

Cites work

• scientific article; zbMATH DE number 1076783 (Why is no real title available?)
• Median Unbiasedness and Pitman Closeness
• Pitman closeness of sample median to population median
• Pitman's measure of closeness for symmetric stable distributions

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