CAJ | 학술논문

由于可交换随机变量的基本结构定理De Finetti定理---可交换随机变量无限序列以其尾σ-代数为条件是独立同分布的，因而可交换随机变量应具有类似于独立同分布随机变量的性质。本文给出了可交换随机变量与独立同分布随机变量间关系的一些结论。
유우가교환수궤변량적기본결구정리De Finetti정리---가교환수궤변량무한서렬이기미σ-대수위조건시독립동분포적，인이가교환수궤변량응구유유사우독립동분포수궤변량적성질。본문급출료가교환수궤변량여독립동분포수궤변량간관계적일사결론。
The De finetti's theorem states that infinite exchangeable random variables sequences are independent and identically distribut-ed with the condition of the tailσ-algebra. So some results about independent identically distributed random variables are similar to ex-changeable random variables. This paper gives some conclusions of the relationship between exchangeable random variables and indepen-dent and identically distributed random variables.