可交换性

wikipedia:

In statistics, an exchangeable sequence of random variables (also sometimes interchangeable)[1] is a sequence such that future samples behave like earlier samples, meaning formally that any order (of a finite number of samples) is equally likely. This formalizes the notion of "the future being predictable on the basis of past experience." It is closely related to the use of independent and identically-distributed random variables in statistical models


维基:

在统计学中,一个可交换的随机变量序列是一个未来样本与早前的样本行为相似的序列,表示任何顺序的序列是相同的。这表明未来可以用之前的经验来预测。


Formally, an exchangeable sequence of random variables is a finite or infinite sequence X1X2X3, ... of random variables such that for any finite permutation σ of the indices 1, 2, 3, ..., (the permutation acts on only finitely many indices, with the rest fixed), the joint probability distribution of the permuted sequence

 X_{\sigma(1)}, X_{\sigma(2)}, X_{\sigma(3)}, \dots
is the same as the joint probability distribution of the original sequence。

简而言之,就是任何顺序的随机变量的联合密度概率是一样的。

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