Exchangeable random variables
id:
exchangeable-random-variables-163-8053930
title:
Exchangeable random variables
text:
In statistics, an exchangeable sequence of random variables is a sequence X1, X2, X3, ... whose joint probability distribution does not change when the positions in the sequence in which finitely many of them appear are altered. In other words, the joint distribution is invariant to finite permutation. Thus, for example the sequences
- X 1, X 2, X 3, X 4, X 5, X 6 and X 3, X 6, X 1, X 5, X 2, X 4 both have the same joint probability distribution. It is closely related to the use of independe
brand slug:
wiki
category slug:
encyclopedia
description:
Concept in statistics
original url:
https://en.wikipedia.org/wiki/Exchangeable_random_variables
date created:
2006-08-29T18:50:47Z
date modified:
2024-08-28T08:57:01Z
main entity:
{"identifier":"Q4406885","url":"https://www.wikidata.org/entity/Q4406885"}
image:
fields total:
13
integrity:
15