Exchangeable random variables: Difference between revisions

Content deleted Content added
examples
Line 11:
 
The distribution function ''F''<sub>''X''<sub>1</sub>,...,''X''<sub>''n''</sub></sub>(''x''<sub>1</sub>, ... ,''x''<sub>''n''</sub>) of a finite sequence of exchangeable random variables is symmetric in its arguments ''x''<sub>1</sub>, ... ,''x''<sub>''n''</sub>.
 
== Examples ==
 
* Any weighted average of [[iid]] sequences of random variables is exchangeble. See in particular [[de Finetti's theorem]].
 
* 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 exchangeble sequence.
 
==See also==