Accession Number:

AD0766811

Title:

A Note on Exchangeable Sequences.

Descriptive Note:

Technical rept.,

Corporate Author:

STANFORD UNIV CALIF DEPT OF STATISTICS

Personal Author(s):

Report Date:

1973-09-17

Pagination or Media Count:

15.0

Abstract:

If X sub 1,X sub 2,... is an exchangeable sequence taking values in a complete, separable metric space, then there is a random variable M such that i given M, X sub 1,X sub 2,... are conditionally independent and identically distributed ii if X sub 1,X sub 2,... are conditionally independent and identically distributed given the random object Y, then a version of M is measurable with respect to the sigma-field spanned by Y iii the sigma-field spanned by M coincides as a measure algebra with the invariant, tail, and exchangeable sigma-fields of the process X sub 1,X sub 2,... , even though none of the latter three is countably generated. Author

Subject Categories:

  • Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE