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Berti, Patrizia
Pratelli, Luca
Rigo, Pietro
Year of Publication: 
Series/Report no.: 
Quaderni di Dipartimento 142
Let S be a Polish space and (Xn : n = 1) an exchangeable sequence of S-valued random variables. Let an(·) = P( Xn+1 in ·X1, . . . ,Xn) be the predictive measure and a a random probability measure on S such that an (weak) --> a a.s.. Two (related) problems are addressed. One is to give conditions for a << l a.s., where l is a (non random) sigma-finite Borel measure on S. Such conditions should concern the finite dimensional distributions L(X1, . . . ,Xn), n = 1, only. The other problem is to investigate whether n - a(a.s.) --> 0, whereis total variation norm. Various results are obtained. Some of them do not require exchangeability, but hold under the weaker assumption that (Xn) is conditionally identically distributed, in the sense of [2].
Conditional identity in distribution
Predictive measure
Random probability measure
Document Type: 
Working Paper

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