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Everything about Exchangeable random variables
Concept in statistics
In statistics, an exchangeable sequence of random variables is a sequence X1, X2, X3, ... whose joint probability distribution does not change when the positions in the sequence in which finitely many of them appear are altered. In other words, the joint distribution is invariant to finite permutation. Thus, for example the sequences Wikipedia →
🧠Start here: a 6-step reading path
- Read the overview: Exchangeable random variablesA 5-minute orientation
- Skim a recent paper: Hoeffding and Bernstein inequalities for weighted sums of exchangeable random variablesInfluential work since 2022
- Pick up a classic book: More Evidence Against the Random Walk HypothesisThe most-reprinted book on the subject
- Read the landmark paper: Representations for partially exchangeable arrays of random variablesCited 270 times
- Go sideways: De Finetti's theoremA closely related topic
- Go sideways: Donsker's theoremA closely related topic
đź“– Definitions
No dictionary entry for this exact phrase.
🗂️ The subject at a glance
🏆 Landmark papers (most cited)
Representations for partially exchangeable arrays of random variables
A Concept of Positive Dependence for Exchangeable Random Variables
On exchangeable random variables and the statistics of large graphs and hypergraphs
Comparing sums of exchangeable Bernoulli random variables
Almost exchangeable sequences of random variables
Exchangeable processes need not be mixtures of independent, identically distributed random variables
Some partial orderings of exchangeable random variables by positive dependence
The Central Limit Theorem for Exchangeable Random Variables Without Moments
🆕 Influential since 2022
Hoeffding and Bernstein inequalities for weighted sums of exchangeable random variables
Remarks on the exchangeable random variables
A sharper Hoeffding bound for weighted sums of exchangeable random variables
On the Jajte Law of Large Numbers for Exchangeable Random Variables
On the Jajte weak law of large numbers for exchangeable random variables
đź“š Books worth reading
More Evidence Against the Random Walk HypothesisShunxin Jiang · 2015
Ranked by number of editions on Open Library, a rough measure of how lasting a book is.
đź”— Related topics
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