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2009 De Finetti's-type results for some families of non identically distributed random variables
Ricardo Vélez Ibarrola, Tomas Prieto-Rumeau
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Electron. J. Probab. 14: 72-86 (2009). DOI: 10.1214/EJP.v14-602

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.

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Ricardo Vélez Ibarrola. Tomas Prieto-Rumeau. "De Finetti's-type results for some families of non identically distributed random variables." Electron. J. Probab. 14 72 - 86, 2009. https://doi.org/10.1214/EJP.v14-602

Information

Accepted: 19 January 2009; Published: 2009
First available in Project Euclid: 1 June 2016

zbMATH: 1190.60027
MathSciNet: MR2471660
Digital Object Identifier: 10.1214/EJP.v14-602

Subjects:
Primary: 60G09

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