On the extendibility of partially exchangeable random vectors
Von Plato (1991) has recently proposed a necessary condition for the infinite extendibility of a partially exchangeable {0, 1}-valued random vector. This paper will prove necessary conditions for the finite extendibility (of any order) of a partially exchangeable process of real-valued (not necessarily {0, 1}-valued) random variables. These conditions will be expressed in terms of the correlation of the random variables. The infinite extendibility condition will be obtained by passing to the limit.
Year of publication: |
1993
|
---|---|
Authors: | Scarsini, Marco ; Verdicchio, Lorenzo |
Published in: |
Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 16.1993, 1, p. 43-46
|
Publisher: |
Elsevier |
Keywords: | Exchangeability partial exchangeability extendibility de Finetti's theorem |
Saved in:
Online Resource
Saved in favorites
Similar items by person
-
An experimental investigation into queueing behavior
Conte, Anna, (2014)
-
Does time pressure impair performance? An experiment on queueing behavior
Conte, Anna, (2015)
-
Playing off-line games with bounded rationality
Renault, Jér^ome, (2008)
- More ...