Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1152934 | Statistics & Probability Letters | 2010 | 7 Pages |
Abstract
A finite exchangeable sequence (ξ1,â¦,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. 1Nâi=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.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Pier Giovanni Bissiri,