Revision as of 18:14, 13 December 2008 edit Michael Hardy (talk \| contribs) Administrators 210,596 edits →Properties ← Previous edit		Revision as of 18:18, 13 December 2008 edit undo Michael Hardy (talk \| contribs) Administrators 210,596 edits →Properties: this is wrong without the sigma squared Next edit →
Line 22: * [[Covariance]]: for a finite exchangeable sequence { ''X''<sub>''i''</sub> }<sub>''i'' = 1, 2, 3, ...</sub> of length ''n'': :: <math> \operatorname{Cov} (X_i,X_j) = \text{constant} \ge \frac{-1\sigma^2}{n-1}.,\quad\text{for }i \ne j,</math> : where ''σ''<sup> 2</sup> = var(''X''<sub>1</sub>). : "Constant" in this case means not depending on the values of the indices ''i'' and ''j'' as long as ''i'' ≠ ''j''.

Exchangeable random variables: Difference between revisions