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Journal Article

On finite sequences conditionally uniform given minima and maxima

Pilar Iglesias Z., Matúš František, Pereira C. A. B., Tanaka N. I.

: Sankhya: The Indian Journal of Statistics vol.66, 3 (2004), p. 428-439

: CEZ:AV0Z1075907

: IAA275105, GA AV ČR, VS96008, GA MŠk

: aggregate measures, exchangeability, finite forms of de Finetti-type theorems

(eng): Conditionings in a finite sequence of N real random variables by its maximum and by its maximum together with minimum are considered. If the sequence is conditionally uniform in a very general sense with respect to a reference Borel measure then a shorter subsequence of n variables can be well approximated, in the variation distance, by a mixture of powers of restrictions of the measure. These finite de Finetti type results can be used to obtain integral representations of infinite sequences.

(cze): Pro posloupnosti, které jsou rovnoměrné za podmínky minim a maxim ve velice obecném smyslu, byly dokázány věty deFinettiho typu. Tyto věty pak umožňují integrální aproximace distribucí nekonečných posloupností

: 12A

: BA