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De Finetti-type theorems for nonexchangeable 0–1 random variables

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Abstract

We impose conditions on a family of 0–1 random variables ensuring that they verify a de Finetti-type theorem. More precisely, we assume that the 0–1 random variables are the indicator functions of a random selection process and, under fairly weak hypotheses (which, in particular, generalize the previously existing results), we prove that they verify a de Finetti theorem, though they might neither be exchangeable nor identically distributed.

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Authors and Affiliations

  1. Departamento de Estadística, Facultad de Ciencias, UNED, Calle Senda del Rey 9, 28040, Madrid, Spain

    Ricardo Vélez Ibarrola & Tomás Prieto-Rumeau

Authors
  1. Ricardo Vélez Ibarrola
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  2. Tomás Prieto-Rumeau
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Correspondence to Tomás Prieto-Rumeau.

Additional information

Communicated by Domingo Morales.

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Vélez Ibarrola, R., Prieto-Rumeau, T. De Finetti-type theorems for nonexchangeable 0–1 random variables. TEST 20, 293–310 (2011). https://doi.org/10.1007/s11749-010-0192-4

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  • DOI: https://doi.org/10.1007/s11749-010-0192-4

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