Some Martingales Associated with Sample Spacings

Marek Kanter

doi:10.1214/aop/1176996364

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Home > Journals > Ann. Probab. > Volume 3 > Issue 3 > Article

June, 1975 Some Martingales Associated with Sample Spacings

Marek Kanter

Ann. Probab. 3(3): 569-572 (June, 1975). DOI: 10.1214/aop/1176996364

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Abstract

A certain sequence of statistics based on sample spacings is shown to constitute a martingale. This fact is applied to prove an inequality relating to a process of picking points randomly but not independently.