Strong law of large numbers for 2-exchangeable random variables
The investigation of the role of independence in the classical SLLN leads to a natural generalization of the SLLN to the case where the random variables are 2-exchangeable; namely, let {Xi: i [greater-or-equal, slanted] 1} be a sequence of random variables such that all ordered pairs (Xi, Xj), i [not equal to] j, are identically distributed. Then we show, among other things, that where X is in general a non-degenerate random variable. This provids a unified treatment of the SLLN for both exchangeable and pairwise independent random variables. We also show that, under 2-exchangeability, to preserve the Glivenko-Cantelli Theorem - sometimes refered to as the fundamental theorem of statistics - it is necessary that the random variables be pairwise independent.
Year of publication: |
1996
|
---|---|
Authors: | Etemadi, N. ; Kaminski, M. |
Published in: |
Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 28.1996, 3, p. 245-250
|
Publisher: |
Elsevier |
Keywords: | Exchangeable 2-exchangeable Pairwise independent Strong Law |
Saved in:
Saved in favorites
Similar items by person
-
Wealth Condensation in Pareto Macro-Economies
Burda, Z., (2001)
-
Work in pregnancy: Its evolving relationship with perinatal outcome (a review)
Saurel-Cubizolles, M. J., (1986)
-
Stability of weighted averages of 2-exchangeable random variables
Etemadi, N., (2007)
- More ...