Random assignment processes: strong law of large numbers and De Finetti theorem

• Ricardo Vélez ^[1] ; Tomás Prieto-Rumeau ^[1]
  1. [1] Universidad Nacional de Educación a Distancia

     Universidad Nacional de Educación a Distancia

     Madrid, España

     
• Localización: Test: An Official Journal of the Spanish Society of Statistics and Operations Research, ISSN-e 1863-8260, ISSN 1133-0686, Vol. 24, Nº. 1, 2015, págs. 136-165
• Idioma: inglés
• DOI: 10.1007/s11749-014-0396-0
• Texto completo no disponible (Saber más ...)
• Resumen

  • In the framework of a random assignment process—which randomly assigns an index within a finite set of labels to the points of an arbitrary set—we study sufficient conditions for a strong law of large numbers and a De Finetti theorem. In particular, this yields a family of finite-valued nonexchangeable random variables that are conditionally independent given some other random variable, that is, they verify a De Finetti theorem. We show an application of the De Finetti theorem and the law of large numbers to an estimation problem.