Finite forms of de Finetti's theorem on exchangeability |
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Authors: | Persi Diaconis |
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Affiliation: | (1) Stanford University, USA |
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Abstract: | A geometrical interpretation of independence and exchangeability leads to understanding the failure of de Finetti's theorem for a finite exchangeable sequence. In particular an exchangeable sequence of length r which can be extended to an exchangeable sequence of length k is almost a mixture of independent experiments, the error going to zero like 1/k. |
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