Exchangeable Sequences Driven by an Absolutely Continuous Random Measure
Patrizia Berti; Luca Pratelli; Pietro Rigo
| Year of publication: |
2011
|
|---|---|
| Authors: | Berti, Patrizia ; Pratelli, Luca ; Rigo, Pietro |
| Publisher: |
Pavia : University of Pavia, Department of Economics and Quantitative Methods |
| Subject: | Conditional identity in distribution | Exchangeability | Predictive measure | Random probability measure | Theorie | Theory | Messung | Measurement | Wahrscheinlichkeitsrechnung | Probability theory | Prognoseverfahren | Forecasting model |
| Description of contents: |
Let S be a Polish space and (Xn : n = 1) an exchangeable sequence of S-valued random variables. Let an(·) = P( Xn+1 in · n - a
|