An elementary proof of de Finetti's Theorem
Probability
2018-09-05 v1
Abstract
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 -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.
Cite
@article{arxiv.1809.00882,
title = {An elementary proof of de Finetti's Theorem},
author = {Werner Kirsch},
journal= {arXiv preprint arXiv:1809.00882},
year = {2018}
}