A Reverse Submartingale Property of the Range
The Annals of Statistics · 1994 · Volume 22 · Issue 1
Abstract
If $R_n$ is the range from an exchangeable sequence of random variables, then $\{R_n/n\}$ forms a reverse submartingale sequence.
Keywords
60G09; 60G42; 62G30; 62G99; exchangeability; interarrival time; Renewal process; reverse submartingale; Sample range;
Enable JavaScript for citation tools and additional paper interactions.