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Suntooooth (talk | contribs) Changing short description from "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" to "Concept in statistics" |
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{{Short description|Concept in statistics}}
In [[statistics]], an '''exchangeable sequence of random variables''' (also sometimes '''interchangeable''')<ref name="ChowTeicher"/> is a sequence ''X''<sub>1</sub>, ''X''<sub>2</sub>, ''X''<sub>3</sub>, ... (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. In other words, the joint distribution is invariant to finite permutation. Thus, for example the sequences
: <math> X_1, X_2, X_3, X_4, X_5, X_6 \quad \text{ and } \quad X_3, X_6, X_1, X_5, X_2, X_4 </math>
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