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Theory and applications of probability and stochastic processes: e.g. central limit theorems, large deviations, stochastic differential equations, models from statistical mechanics, queuing theory.

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Bounds on CDF for the median of samples from an exchangeable distribution

Suppose $x_1,\dotsc, x_n$ are $n = 2k-1$ samples from an EXCHANGEABLE sequence, where the common marginal distribution is assumed UNIFORM on $[0,1]$. Let $x_{(1;n)} \le \dotsc \le x_{(n;n)}$ be the c …
Andrew  Charman's user avatar