Exchangeable random variables: Difference between revisions

Content deleted Content added
Importing Wikidata short description: "Sequence of random variables such that, for any finite permutation of the indices, the joint probability distribution of the permuted sequence equals that of the original"
Line 1:
{{Short description|Sequence of random variables such that, for any finite permutation of the indices, the joint probability distribution of the permuted sequence equals that of the original}}
In [[statistics]], an '''exchangeable sequence of random variables''' (also sometimes '''interchangeable''')<ref name="ChowTeicher"/> is a sequence ''X''<sub>1</sub>,&nbsp;''X''<sub>2</sub>,&nbsp;''X''<sub>3</sub>,&nbsp;... (which may be finitely or infinitely long) whose [[joint probability distribution]] does not change when the positions in the sequence in which finitely many of them appear are altered. Thus, for example the sequences