English

Order statistics from exchangeable random variables are always sufficient

Statistics Theory 2022-06-02 v1 Probability Methodology Statistics Theory

Abstract

Let (X1,,Xn)(X_1,\ldots,X_n) be an exchangeable random vector with distribution function FF, and denote by Y1YnY_1\leq \cdots\leq Y_n the corresponding order statistics. We show that the conditional distribution of (X1,,Xn)(X_1,\ldots,X_n) given (Y1,,Yn)(Y_1,\ldots,Y_n) does not depend on FF.

Cite

@article{arxiv.2206.00044,
  title  = {Order statistics from exchangeable random variables are always sufficient},
  author = {Nickos Papadatos},
  journal= {arXiv preprint arXiv:2206.00044},
  year   = {2022}
}

Comments

2 pages

R2 v1 2026-06-24T11:35:01.677Z