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A note on exchangeability of random variables
Author(s) -
Dean A.M.,
Wolfe D.A.
Publication year - 1990
Publication title -
statistica neerlandica
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.52
H-Index - 39
eISSN - 1467-9574
pISSN - 0039-0402
DOI - 10.1111/j.1467-9574.1990.tb01269.x
Subject(s) - mathematics , random variable , conditional independence , exchangeable random variables , conditional probability distribution , marginal distribution , discrete mathematics , statistics , sum of normally distributed random variables
A sufficient condition for the induced exchangeability or partial exchangeability of linear functions of exchangeable random variables is presented. The use of this result is illustrated through the establishment of conditional exchangeability for two sets of dependent random variables that are important in constructing conditionally distribution–free test procedures for two distinctly different problems.