On a class of exchangeable sequences

Assuming 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 i.i.d. uniformly distributed sequences. A one-sided version of this result leads to a Schoenberg-type theorem for the maximum norm.

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Year of publication:	1995
Authors:	Gnedin, Alexander V.
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 25.1995, 4, p. 351-355
Publisher:	Elsevier
Subject:	Exchangeability Partial exchangeability Extendibility

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005254461