A Reverse Submartingale Property of the Range

J. S. Huang; W. J. Huang

doi:10.1214/aos/1176325379

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Home > Journals > Ann. Statist. > Volume 22 > Issue 1 > Article

March, 1994 A Reverse Submartingale Property of the Range

J. S. Huang, W. J. Huang

Ann. Statist. 22(1): 474-477 (March, 1994). DOI: 10.1214/aos/1176325379

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Abstract

If $R_n$ is the range from an exchangeable sequence of random variables, then $\{R_n/n\}$ forms a reverse submartingale sequence.

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J. S. Huang. W. J. Huang. "A Reverse Submartingale Property of the Range." Ann. Statist. 22 (1) 474 - 477, March, 1994. https://doi.org/10.1214/aos/1176325379