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A Glivenko-Cantelli theorem for exchangeable random variables

✍ Scribed by Patrizia Berti; Pietro Rigo

Publisher: Elsevier Science
Year: 1997
Tongue: English
Weight: 318 KB
Volume: 32
Category: Article
ISSN: 0167-7152
DOI: 10.1016/s0167-7152(96)00098-3

No coin nor oath required. For personal study only.

✦ Synopsis

For an exchangeable sequence of random variables, almost surely, the difference between the empirical and the predictive distribution functions converges to zero uniformly.

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