Bitte verwenden Sie diesen Link, um diese Publikation zu zitieren, oder auf sie als Internetquelle zu verweisen: https://hdl.handle.net/10419/95286 
Erscheinungsjahr: 
2011
Schriftenreihe/Nr.: 
Quaderni di Dipartimento No. 142
Verlag: 
Università degli Studi di Pavia, Dipartimento di Economia Politica e Metodi Quantitativi (EPMQ), Pavia
Zusammenfassung: 
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].
Schlagwörter: 
Conditional identity in distribution
Exchangeability
Predictive measure
Random probability measure
Dokumentart: 
Working Paper

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