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On the extendibility of partially exchangeable random vectors

Author

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  • Scarsini, Marco
  • Verdicchio, Lorenzo

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.

Suggested Citation

  • Scarsini, Marco & Verdicchio, Lorenzo, 1993. "On the extendibility of partially exchangeable random vectors," Statistics & Probability Letters, Elsevier, vol. 16(1), pages 43-46, January.
    • Handle: RePEc:eee:stapro:v:16:y:1993:i:1:p:43-46
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    Cited by:

    1. Mohammadpour, Adel & Soltani, A. Reza, 2004. "On simulating exchangeable sub-Gaussian random vectors," Statistics & Probability Letters, Elsevier, vol. 69(1), pages 29-36, August.

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