An ordering inequality for exchangeable random variables

Type: Article

Publication Date: 1986-03-01

Citations: 0

DOI: https://doi.org/10.2307/1427246

Abstract

Let X 1, · ··, X n be exchangeable random variables with finite variance and two sequences of constants satisfying a 1 ≦···≦ a n , b 1 ≦···≦ b n . Suppose that a ′ 1 , ···, a ′ n is a rearrangement of a 1 , ···, a n and that g ( x ) is a non-decreasing function. Then

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