English

The distribution of the number of distinct values in a finite exchangeable sequence

Probability 2021-03-16 v1

Abstract

Let KnK_n denote the number of distinct values among the first nn terms of an infinite exchangeable sequence of random variables (X1,X2,)(X_1,X_2,\ldots). We prove for n=3n=3 that the extreme points of the convex set of all possible laws of K3K_3 are those derived from i.i.d. sampling from discrete uniform distributions and the limit case with P(K3=3)=1P(K_3=3)=1, and offer a conjecture for larger nn. We also consider variants of the problem for finite exchangeable sequences and exchangeable random partitions.

Keywords

Cite

@article{arxiv.2103.07518,
  title  = {The distribution of the number of distinct values in a finite exchangeable sequence},
  author = {Theodore Zhu},
  journal= {arXiv preprint arXiv:2103.07518},
  year   = {2021}
}

Comments

25 pages, 8 figures