Exchangeable random variables: Difference between revisions

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also sometimes '''interchangeable''', add ref
References: added Kingman - nice clear intro
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* Aldous, David J., ''Exchangeability and related topics'', in: École d'Été de Probabilités de Saint-Flour XIII — 1983, Lecture Notes in Math. 1117, pp. 1-198, Springer, Berlin, 1985. ISBN 978-3-540-15203-3 [http://dx.doi.org/10.1007/BFb0099421 DOI 10.1007/BFb0099421]
* Kingman, J. F. C., ''Uses of exchangeability'', Ann. Probability 6 (1978) 83-197 [http://www.ams.org/mathscinet-getitem?mr=494344 MR494344] [http://www.jstor.org/stable/2243211 JSTOR]
* Chow, Yuan Shih and Teicher, Henry, ''Probability theory. Independence, interchangeability, martingales,'' Springer Texts in Statistics, 3rd ed., Springer, New York, 1997. xxii+488 pp. ISBN 0-387-98228-0
* Spizzichino, Fabio ''Subjective probability models for lifetimes''. Monographs on Statistics and Applied Probability, 91. ''Chapman & Hall/CRC'', Boca Raton, FL, 2001. xx+248 pp. ISBN 1-58488-060-0