کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
1152934 1489899 2010 7 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Characterization of the law of a finite exchangeable sequence through the finite-dimensional distributions of the empirical measure
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات آمار و احتمال
پیش نمایش صفحه اول مقاله
Characterization of the law of a finite exchangeable sequence through the finite-dimensional distributions of the empirical measure
چکیده انگلیسی
A finite exchangeable sequence (ξ1,…,ξN) need not satisfy de Finetti's conditional representation, but there is a one-to-one relationship between its law and the law of its empirical measure, i.e. 1N∑i=1Nδξi. The aim of this paper is to identify the law of a finite exchangeable sequence through the finite-dimensional distributions of its empirical measure. The problem will be approached by singling out conditions that are necessary and sufficient so that a family of finite-dimensional distributions provides a complete characterization of the law of the empirical measure. This result is applied to construct laws of finite exchangeable sequences.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Statistics & Probability Letters - Volume 80, Issues 17–18, 1–15 September 2010, Pages 1306-1312
نویسندگان
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