On the invariance principle for exchangeable random variables
نویسندگان
چکیده
منابع مشابه
Exchangeable random variables
If Equation (1) be satisfied, then all sets S are equally likely under the null hypothesis. To obtain a permutation test that is both unbiased and most powerful, one need only select the set S so that its probability under the alternative >0 is a maximum. This is accomplished in most cases by rejecting the hypothesis for all values of the test statistic that lie in the upper tail of the permuta...
متن کاملRepresentation theorems for partially exchangeable random variables
We provide representation theorems for both finite and countable sequences of finite-valued random variables that are considered to be partially exchangeable. In their most general form, our results are presented in terms of sets of desirable gambles, a very general framework for modelling uncertainty. Its key advantages are that it allows for imprecision, is more expressive than almost every o...
متن کاملOn the Invariance Principle for Sums of Independent Identically Distributed Random Variables
The paper deals with the invariance principle for sums of independent identically distributed random variables. First it compares the different possibilities of posing the problem. The sharpest results of this theory are presented with a sketch of their proofs. At the end of the paper some unsolved problems are given.
متن کاملThe Distribution of Partially Exchangeable Random Variables
In this article, we derive the distribution of partially exchangeable binary random variables, generalizing the distribution of exchangeable binary random variables and hence the binomial distribution. The distribution can also be viewed as a mixture of Markov chains. We introduce rectangular complete monotonicity and show that partial exchangebility can be characterized by rectangular complete...
متن کاملInvariance principle for the Random Conductance Model
We study a continuous time random walk X in an environment of i.i.d. random conductances μe ∈ [0,∞) in Zd. We assume that P(μe > 0) > pc, so that the bonds with strictly positive conductances percolate, but make no other assumptions on the law of the μe. We prove a quenched invariance principle for X, and obtain Green’s functions bounds and an elliptic Harnack inequality.
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Journal of the Italian Statistical Society
سال: 1994
ISSN: 1121-9130,1613-981X
DOI: 10.1007/bf02589028