Exchangeable random variables: Difference between revisions

Revision as of 16:53, 24 June 2007

Revision as of 16:14, 13 July 2007

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An '''exchangeable sequenceesequence of random variables''' is a

sequence ''X''₁, ''X''₂, ''X''₃, ... of [[random variable]]s such that for any finite [[permutation]] σ of the indices 1, 2, 3, ..., i.e. any permutation σ that leaves all but finitely many indices fixed, the [[joint probability distribution]] of the permuted sequence