Tail fields of partially exchangeable arrays

D. N. Hoover

Journal of Multivariate Analysis, 1989, vol. 31, issue 1, 160-163

Abstract: We give an elementary, direct proof that if an array of random variables {(Xij, [alpha], [xi]i, [eta]j); i, j [set membership, variant] } is separately exchangeable, then X = {Xij; i, j [set membership, variant] } and {([alpha], [xi]i, [eta]j); i, j [set membership, variant] } are conditionially independent given the shell [sigma]-field X of X. We show further that if (X, Y) = {(Xij, Yij); i, j [set membership, variant] } is separately exchangeable, then X and X, Y are conditionally independent given X.

Keywords: partial; exchangeability; conditional; independence; shell; field; tail; field (search for similar items in EconPapers)
Date: 1989
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Citations: View citations in EconPapers (2)

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