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Article Dans Une Revue Statistics and Probability Letters Année : 2011

Convergence of multi-class systems of fixed possibly infinite sizes

Résumé

Multi-class systems having possibly both finite and infinite classes are investigated under a natural partial exchangeability assumption. It is proved that the conditional law of such a system, given the vector of the empirical measures of its finite classes and directing measures of its infinite ones (given by the de Finetti Theorem), corresponds to sampling independently from each class, without replacement from the finite classes and i.i.d. from the directing measure for the infinite ones. The equivalence between the convergence of multi-exchangeable systems with fixed class sizes and the convergence of the corresponding vectors of measures is then established.
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Dates et versions

hal-00358575 , version 1 (03-02-2009)

Identifiants

Citer

Carl Graham. Convergence of multi-class systems of fixed possibly infinite sizes. Statistics and Probability Letters, 2011, 81 (1), pp.31-35. ⟨10.1016/j.spl.2010.09.015⟩. ⟨hal-00358575⟩
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