Order statistics from exchangeable random variables are always sufficient

preprint2022arXivOpen access

Abstract

Let (X1,…,Xn)(X_1,\ldots,X_n) be an exchangeable random vector with distribution function FF, and denote by Y1≤⋯≤YnY_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.

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