We
study the connection between the central limit theorem and law of large numbers
for exchangeable sequences, and provide a counterexample to the Gnedenko-Raikov
theorem for such sequences.
References
[1]
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[2]
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doi:10.1214/aop/1176992260
[3]
G. Stoica and D. Li, “On the Kolmogorov-Feller Law for Exchangeable Random Variables,” Statistics and Probability Letters, Vol. 80, No. 9-10, 2012, pp. 899-902.
doi:10.1016/j.spl.2010.01.025
[4]
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doi:10.1007/s10440-008-9344-x
[5]
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[6]
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[7]
G. Stoica, “A Self-Normalized Weak Law of Large Numbers for Exchangeable Sequences,” Advances and Applications in Statistics, Vol. 25, No. 2, 2011, pp. 103-108.
