可交換隨機變數

可交換隨機變數 (exchangeable random variables)亦稱對稱隨機變數。

基本介紹

• 中文名：可交換隨機變數
• 外文名：exchangeable random variables
• 所屬學科：數學、機率論

定義

Let $\{Y_i\}_{i=1}^{\infty}$ be an infinite sequence of univariate random variables. It is said to be a sequence of exchangeable random variables if, for every finite $n$ and every permutation $\{\pi_1, \dots, \pi_n\}$ of $\{1, \dots, n\}, (Y_1, \dots, Y_n)'$ and $(Y_{\pi_1}, \dots, Y_{\pi_n})'$ are identically distributed.