Strong law of large numbers for 2-exchangeable random variables

被引:15
作者
Etemadi, N [1 ]
Kaminski, M [1 ]
机构
[1] UNIV ILLINOIS,DEPT MATH STAT & COMP SCI,CHICAGO,IL 60607
关键词
exchangeable; 2-exchangeable; pairwise independent; strong law;
D O I
10.1016/0167-7152(95)00131-X
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
The investigation of the role of independence in the classical SLLN leads to a natural generalization of the SLLN to the case where the random variables are 2-exchangeable; namely, let {X(i): i greater than or equal to 1} be a sequence of random variables such that all ordered pairs (X(i),X(j)), i not equal j, are identically distributed. Then we show, among other things, that [GRAPHICS] where X is in general a non-degenerate random variable. This provids a unified treatment of the SLLN for both exchangeable and pairwise independent random variables. We also show that, under 2-exchangeability, to preserve the Glivenko-Cantelli Theorem - sometimes refered to as the fundamental theorem of statistics - it is necessary that the random variables be pairwise independent.
引用
收藏
页码:245 / 250
页数:6
相关论文
共 15 条
[1]  
[Anonymous], PROBABILITY MEASURE
[2]  
CHOW YS, 1988, PROBABILITY THEORY, DOI DOI 10.1007/978-1-4684-0504-0
[3]   MAXIMAL INEQUALITIES FOR PARTIAL-SUMS OF INDEPENDENT RANDOM VECTORS WITH MULTIDIMENSIONAL TIME PARAMETERS [J].
ETEMADI, N .
COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 1991, 20 (12) :3909-3923
[4]   AN ELEMENTARY PROOF OF THE STRONG LAW OF LARGE NUMBERS [J].
ETEMADI, N .
ZEITSCHRIFT FUR WAHRSCHEINLICHKEITSTHEORIE UND VERWANDTE GEBIETE, 1981, 55 (01) :119-122
[5]  
Gaposkin V.F., 1973, THEOR PROBAB APPL+, V18, P372, DOI [10.1137/1118044, DOI 10.1137/1118044]
[6]   MOMENTS OF THE MAXIMUM OF NORMED PARTIAL SUMS OF RANDOM-VARIABLES WITH MULTIDIMENSIONAL INDEXES [J].
GUT, A .
ZEITSCHRIFT FUR WAHRSCHEINLICHKEITSTHEORIE UND VERWANDTE GEBIETE, 1979, 46 (02) :205-220
[7]   USES OF EXCHANGEABILITY [J].
KINGMAN, JFC .
ANNALS OF PROBABILITY, 1978, 6 (02) :183-197
[8]   A GENERALIZATION OF A PROBLEM OF STEINHAUS [J].
KOMLOS, J .
ACTA MATHEMATICA ACADEMIAE SCIENTIARUM HUNGARICAE, 1967, 18 (1-2) :217-&
[9]  
Loeve M., 1977, Graduate Texts in Mathematics
[10]  
LYONS R, 1988, MICH MATH J, V35, P353