The Annals of Statistics

The Role of Exchangeability in Inference

D. V. Lindley and Melvin R. Novick

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Abstract

This paper is concerned with basic problems of statistical inference. The thesis is in three parts: (1) that inference is a procedure whereby one passes from a population (or sample) to a new individual; (2) that this connection can be established using de Finetti's idea of exchangeability or Fisher's concept of a subpopulation; (3) in making the connection use must be made of the appropriate probability. These three principles are used in a variety of situations and the topics discussed include analysis of variance and covariance, contingency tables, and calibration. Some comments on randomization are also included.

Article information

Source
Ann. Statist., Volume 9, Number 1 (1981), 45-58.

Dates
First available in Project Euclid: 12 April 2007

Permanent link to this document
https://projecteuclid.org/euclid.aos/1176345331

Digital Object Identifier
doi:10.1214/aos/1176345331

Mathematical Reviews number (MathSciNet)
MR600531

Zentralblatt MATH identifier
0473.62005

JSTOR
links.jstor.org

Subjects
Primary: 62A15
Secondary: 62F15: Bayesian inference

Keywords
Exchangeability exchangeable populations probability propensity randomization analysis of variance and covariance regression Simpson's paradox contingency tables random quantities information

Citation

Lindley, D. V.; Novick, Melvin R. The Role of Exchangeability in Inference. Ann. Statist. 9 (1981), no. 1, 45--58. doi:10.1214/aos/1176345331. https://projecteuclid.org/euclid.aos/1176345331


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