Predictable sampling for partially exchangeable arrays

New predictable sampling theorems are developed for two natural extensions of the concept of F -exchangeability applied to separately exchangeable arrays and to jointly exchangeable arrays. Further we show that weak and strong F -exchangeability are in fact the same for certain ergodic arrays.

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Bibliographic Details
Published in:Statistics & probability letters 2004-10, Vol.70 (1), p.95-108
Main Authors: Ivanoff, B. Gail, Weber, N.C.
Format: Article
Language:English
Subjects:
Adapted time
Exact sciences and technology
Jointly exchangeable array
Mathematics
Predictable sampling
Probability and statistics
Probability theory and stochastic processes
Sciences and techniques of general use
Separately exchangeable array
Separately exchangeable array Jointly exchangeable array Adapted time Spreadable array Predictable sampling
Spreadable array
Stochastic processes
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Description
Summary:New predictable sampling theorems are developed for two natural extensions of the concept of F -exchangeability applied to separately exchangeable arrays and to jointly exchangeable arrays. Further we show that weak and strong F -exchangeability are in fact the same for certain ergodic arrays.
ISSN:0167-7152
1879-2103
DOI:10.1016/j.spl.2004.08.005