A Glivenko-Cantelli theorem for exchangeable random variables

Patrizia Berti and Pietro Rigo

Statistics & Probability Letters, 1997, vol. 32, issue 4, 385-391

Abstract: For an exchangeable sequence of random variables, almost surely, the difference between the empirical and the predictive distribution functions converges to zero uniformly.

Keywords: Exchangeability; Glivenko-Cantelli; theorem; Proper; regular; conditional; distribution; Stationarity (search for similar items in EconPapers)
Date: 1997
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Citations: View citations in EconPapers (2)

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