Revision as of 16:25, 13 June 2008 edit Melcombe (talk \| contribs) Pending changes reviewers 18,880 edits m revised categories ← Previous edit		Revision as of 01:57, 13 December 2008 edit undo Jmath666 (talk \| contribs) Extended confirmed users, Pending changes reviewers 3,204 edits →Examples: rm false stmt, covariance of exchangeable variables can be negative Next edit →
Line 17: * 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. * Let ''X''<sub>1</sub>, ''X''<sub>2</sub>, ''X''<sub>3</sub>, ... be exchangeable random variables, taking real values and such that E(''X''<sub>''i''</sub> <sup>2</sup>) < ∞. Then E(''X''<sub>1</sub> ''X''<sub>2</sub>) ≥ 0. ==See also==

Exchangeable random variables: Difference between revisions