A Reverse Submartingale Property of the Range
Huang, J. S. ; Huang, W. J.
Ann. Statist., Tome 22 (1994) no. 1, p. 474-477 / Harvested from Project Euclid
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If $R_n$ is the range from an exchangeable sequence of random variables, then $\{R_n/n\}$ forms a reverse submartingale sequence.
Publié le : 1994-03-14
Classification:  Sample range,  exchangeability,  reverse submartingale,  renewal process,  interarrival time,  60G42,  60G09,  62G30,  62G99 
@article{1176325379,
     author = {Huang, J. S. and Huang, W. J.},
     title = {A Reverse Submartingale Property of the Range},
     journal = {Ann. Statist.},
     volume = {22},
     number = {1},
     year = {1994},
     pages = { 474-477},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176325379}
}

Huang, J. S.; Huang, W. J. A Reverse Submartingale Property of the Range. Ann. Statist., Tome 22 (1994) no. 1, pp.  474-477. http://gdmltest.u-ga.fr/item/1176325379/