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On the extendibility of partially exchangeable random vectors

Marco Scarsini 1, 2 Lorenzo Verdicchio
1 GREGH - Groupement de Recherche et d'Etudes en Gestion à HEC
2 Dipartimento di Scienze Economiche e Aziendali
Abstract : Von Plato (1991) has recently proposed a necessary condition for the infinite extendibility of a partially exchangeable {0, 1}-valued random vector. This paper will prove necessary conditions for the finite extendibility (of any order) of a partially exchangeable process of real-valued (not necessarily {0, 1}-valued) random variables. These conditions will be expressed in terms of the correlation of the random variables. The infinite extendibility condition will be obtained by passing to the limit.
Keywords : Exchangeability partial exchangeability extendibility de Finetti' s theorem
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https://hal-hec.archives-ouvertes.fr/hal-00541952
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Submitted on : Wednesday, December 1, 2010 - 3:23:09 PM
Last modification on : Thursday, January 11, 2018 - 6:19:31 AM

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  • HAL Id : hal-00541952, version 1

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Marco Scarsini, Lorenzo Verdicchio. On the extendibility of partially exchangeable random vectors. Statistics and Probability Letters, Elsevier, 1993, Vol. 16, N°1, pp. 43-46. ⟨hal-00541952⟩

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