A class of exchangeable sequences
AbstractAssuming that the probability distribution of a finite sequence has a density depending solely on the extreme components we give an elementary criterion for extendibility of this sequence to an infinite exchangeable sequence of random variables, which turns out to be a mixture of iid uniformly distributed sequences. A one-sided version of this result leads to a Schoenberg-type theorem for the maximum norm
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Bibliographic InfoArticle provided by Elsevier in its journal Statistics & Probability Letters.
Volume (Year): 28 (1996)
Issue (Month): 2 (June)
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Web page: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description
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- von Plato, Jan, 1991. "Finite partial exchangeability," Statistics & Probability Letters, Elsevier, vol. 11(2), pages 99-102, February.
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