A nonstandard proof of de Finetti's theorem
Fuente:
arXiv
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| Autore principale: | |
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| Natura: | Preprint |
| Pubblicazione: |
2019
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| Soggetti: | |
| Accesso online: | |
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| _version_ | 1866909350536151040 |
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| author | Alam, Irfan |
| author_facet | Alam, Irfan |
| contents | We give a nonstandard analytic proof of de Finetti's theorem for an exchangeable sequence of Bernoulli random variables. The theorem postulates that such a sequence is uniquely representable as a mixture of iid sequences of Bernoulli random variables. We use combinatorial arguments to show that this probability distribution is induced by a hyperfinite sample mean. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_1912_02784 |
| institution | arXiv |
| publishDate | 2019 |
| record_format | arxiv |
| spellingShingle | A nonstandard proof of de Finetti's theorem Alam, Irfan Probability Logic 60G09, 60C05, 28E05, 03H05, 26E35 We give a nonstandard analytic proof of de Finetti's theorem for an exchangeable sequence of Bernoulli random variables. The theorem postulates that such a sequence is uniquely representable as a mixture of iid sequences of Bernoulli random variables. We use combinatorial arguments to show that this probability distribution is induced by a hyperfinite sample mean. |
| title | A nonstandard proof of de Finetti's theorem |
| topic | Probability Logic 60G09, 60C05, 28E05, 03H05, 26E35 |
| url | https://arxiv.org/abs/1912.02784 |