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→Examples: rm false stmt, covariance of exchangeable variables can be negative |
→Examples: -> Properties |
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* Suppose an urn contains ''n'' red and ''m'' blue marbles. Suppose marbles are drawn without replacement until the urn is empty. Let ''X''<sub>''i''</sub> be the indicator random variable of the event that the ''i''th marble drawn is red. Then {''X''<sub>''i''</sub>}<sub>''i''=1,...''n''</sub> is an exchangeable sequence. This sequence cannot be extended to any longer exchangeable sequence.
== Properties ==
* [[Covariance]]: for exchangeable sequence <math>\{X_i\}_{i=1,\ldots,n}</math>, <math>Cov (X_i,X_j) =const \ge -1/(n-1)</math>. For an infinite exchangeable sequence, <math>Cov (X_i,X_j) =const \ge 0</math>.
==See also==
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