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De Finetti's-type results for some families of non identically distributed random variables


 
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1. Title Title of document De Finetti's-type results for some families of non identically distributed random variables
 
2. Creator Author's name, affiliation, country Ricardo Vélez Ibarrola; Statistics Department. UNED, Madrid, Spain
 
2. Creator Author's name, affiliation, country Tomas Prieto-Rumeau; Statistics Department. UNED, Madrid, Spain
 
3. Subject Discipline(s)
 
3. Subject Keyword(s) De Finetti theorem; exchangeability; random assignment processes
 
3. Subject Subject classification 60G09
 
4. Description Abstract We consider random selection processes of weighted elements in an arbitrary set. Their conditional distributions are shown to be a generalization of the hypergeometric distribution, while the marginal distributions can always be chosen as generalized binomial distributions. Then we propose sufficient conditions on the weight function ensuring that the marginal distributions are necessarily of the generalized binomial form. In these cases, the corresponding indicator random variables are conditionally independent (as in the classical De Finetti theorem) though they are neither exchangeable nor identically distributed.
 
5. Publisher Organizing agency, location
 
6. Contributor Sponsor(s)
 
7. Date (YYYY-MM-DD) 2009-01-19
 
8. Type Status & genre Peer-reviewed Article
 
8. Type Type
 
9. Format File format PDF
 
10. Identifier Uniform Resource Identifier http://ejp.ejpecp.org/article/view/602
 
10. Identifier Digital Object Identifier 10.1214/EJP.v14-602
 
11. Source Journal/conference title; vol., no. (year) Electronic Journal of Probability; Vol 14
 
12. Language English=en
 
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