2018/09/04 by Werner Kirsch, Kirsch, Werner · 1 citation
Computer Science · Decision Sciences · #60G09 #Algorithms and Data Compression #Bayesian Methods and Mixture Models #FOS: Mathematics #Probability (math.PR) #Probability and Risk Models
paper · pdf · doi:10.48550/arxiv.1809.00882
openalex publication_date 2018/09/04 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28
A sequence of random variables is called exchangeable if the joint distribution of the sequence is unchanged by any permutation of the indices. De Finetti's theorem characterizes all \0,1\-valued exchangeable sequences as a "mixture" of sequences of independent random variables. We present an new, elementary proof of de Finetti's Theorem. The purpose of this paper is to make this theorem accessible to a broader community through an essentially self-contained proof.