A set of random variables is exchangeable when their joint distribution is invariant under any permutation of the random variables.
Wikipedia has an article https://en.wikipedia.org/wiki/Exchangeable_random_variables with further references.
Questions tagged [exchangeability]
89 questions
6
votes
5 answers
Is independence subjective?
I am trying to better understand exchangeability. Suppose that I would like to run an experiment. I will pick two people and give each a fair coin and tell them to toss N times in a row. The difference is that to the person A I will tell that the…
Cagdas Ozgenc
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Can I predict if my sequence is exchangeable?
Supppose I have a sequence as so (which we can really think of as a sequence of smaller sequences):
[[1 1 1 1 1 1], [2 2 2 2 2 2], [3 3 3 3 3 3], [4 4 4 4 4 4]]
Is it exchangeable? Is it not? Why? It is a fairly loose question I know, but I am…
Astrid
- 917