English

Generalizations of Efron's theorem

Probability 2021-12-17 v2

Abstract

In this article, we prove two new versions of a theorem proven by Efron in [Efr65]. Efron's theorem says that if a function ϕ:R2R\phi : \mathbb{R}^2 \rightarrow \mathbb{R} is non-decreasing in each argument then we have that the function sE[ϕ(X,Y)X+Y=s]s \mapsto \mathbb{E}[\phi(X,Y)|X+Y=s] is non-decreasing. We name restricted Efron's theorem a version of Efron's theorem where ϕ:RR\phi : \mathbb{R} \rightarrow \mathbb{R} only depends on one variable. PFnPF_n is the class of functions such as a1...an,b1...bn,det(f(aibj))1i,jn0.\forall a_1 \leq ... \leq a_n, b_1 \leq ... \leq b_n, \det(f(a_i-b_j))_{1 \leq i,j \leq n} \geq 0. The first version generalizes the restricted Efron's theorem for random variables in the PFnPF_n class. The second one considers the non-restricted Efron's theorem with a stronger monotonicity assumption. In the last part, we give a more general result of the second generalization of Efron's theorem.

Keywords

Cite

@article{arxiv.2012.08808,
  title  = {Generalizations of Efron's theorem},
  author = {Yannis Oudghiri},
  journal= {arXiv preprint arXiv:2012.08808},
  year   = {2021}
}
R2 v1 2026-06-23T21:00:33.851Z