IDEAS home Printed from https://ideas.repec.org/a/eee/stapro/v23y1995i2p105-110.html
   My bibliography  Save this article

Finite exchangeability and linear regression

Author

Listed:
  • Bassan, Bruno
  • Scarsini, Marco

Abstract

We consider a finite sequence of exchangeable binary random variables and assume that the conditional expected value of each variable is an average of the observed frequency of success and a prior guess. We obtain a representation of the law of the finite sequence as a beta-binomial. In this way we prove known results for infinite sequences by a simple passage to the limit. Our approach does not have the generality of the usual representation theorems for (finite or infinite) exchangeable sequences, but is very natural and is completely elementary.

Suggested Citation

  • Bassan, Bruno & Scarsini, Marco, 1995. "Finite exchangeability and linear regression," Statistics & Probability Letters, Elsevier, vol. 23(2), pages 105-110, May.
    • Handle: RePEc:eee:stapro:v:23:y:1995:i:2:p:105-110
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/0167-7152(94)00100-M
    Download Restriction: Full text for ScienceDirect subscribers only
    ---><---

    As the access to this document is restricted, you may want to look for a different version below or search for a different version of it.

    Other versions of this item:

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:stapro:v:23:y:1995:i:2:p:105-110. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.