FIND ME ON

GitHub

LinkedIn

Exchangeable

🌱

Definition
ProbabilityBayesianAnalysis

Definition

Let (Yi)i1(Y_{i})_{i\ge{1}} be a sequence of random variables, we say (Yi)(Y_{i}) is exchangeable if every finite dimensional distribution of (Yi)(Y_{i}) is the same as the corresponding finite dimensional distribution of (Yπ(i))i1(Y_{\pi(i)})_{i\ge 1} where (π(i))i1(\pi(i))_{i\ge 1} is any permutation of 1,2,1,2,\dots.

i.e. One can reorder the RVs in any way and it won’t change the distribution.

Linked from