Random assignment processes: strong law of large numbers and De Finetti theorem

Ricardo Vélez () and Tomás Prieto-Rumeau ()

TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, 2015, vol. 24, issue 1, 136-165

Abstract: In the framework of a random assignment process—which randomly assigns an index within a finite set of labels to the points of an arbitrary set—we study sufficient conditions for a strong law of large numbers and a De Finetti theorem. In particular, this yields a family of finite-valued nonexchangeable random variables that are conditionally independent given some other random variable, that is, they verify a De Finetti theorem. We show an application of the De Finetti theorem and the law of large numbers to an estimation problem. Copyright Sociedad de Estadística e Investigación Operativa 2015

Keywords: Random assignment processes; Exchangeability; Strong laws of large numbers; De Finetti theorem; 60G09 (search for similar items in EconPapers)
Date: 2015
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DOI: 10.1007/s11749-014-0396-0

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