On Finite Markov Exchangeable Sequences
نویسنده
چکیده
We show that a finite Markov exchangeable sequence of random variables with finite state space is a signed mixture of Markov chains. This is shown to partially generalize earlier work by Fortini et al. and Freedman under the added condition of stationarity. Associated statistical issues are discussed and a test of Markov exchangeability is proposed.
منابع مشابه
Partially Exchangeable Random Partitions
A random partition of the positive integers is called partially exchangeable if for each finite sequence of positive integers n,, ... , nk, the probability that the partition breaks the first n1 + + nk integers into k particular classes, of sizes nl,.. . ., nk in order of their first elements, has the same value p(nl,...,nk) for every possible choice of classes subject to the sizes constraint. ...
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