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Prediction rules for exchangeable sequences related to species sampling

  • Hansen, Ben
  • Pitman, Jim

Suppose an exchangable sequence with values in a nice measurable space S admits a prediction rule of the following form: given the first n terms of the sequence, the next term equals the jth distinct value observed so far with probability pj,n, for j=1,2,... , and otherwise is a new value with distribution [nu] for some probability measure [nu] on S with no atoms. Then the pj,n depend only on the partitition of the first n integers induced by the first n values of the sequence. All possible distributions for such an exchangeable sequence are characterized in terms of constraints on the pj,n and in terms of their de Finetti representations.

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Article provided by Elsevier in its journal Statistics & Probability Letters.

Volume (Year): 46 (2000)
Issue (Month): 3 (February)
Pages: 251-256

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Handle: RePEc:eee:stapro:v:46:y:2000:i:3:p:251-256
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