On the extendibility of partially exchangeable random vectors

Marco Scarsini and Lorenzo Verdicchio

Statistics & Probability Letters, 1993, vol. 16, issue 1, 43-46

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 (search for similar items in EconPapers)
Date: 1993
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