We have an infinite sequence of random variables which are exchangeable. Could we say that each finite subsequence of this sequence is again exchangeable?
Tell me more
×
Mathematics Stack Exchange is a question and answer site for
people studying math at any level and professionals in related fields. It's 100% free, no registration required.
|
|
|
By definition, an infinite collection of random variables is said to be exchangeable if every finite subset of those variables is exchangeable. (See definition 1.11 in Schervich's book "Theory of statistics" (p.7). A finite collection of finite random variables is said to be exchangeable if their distribution is invariant under permutations. |
||||
|
|
