Prove that if the r.v.'s (21) of Corollary 5 are conditionally id, given then the coordinate r.v.'s

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Prove that if the r.v.'s (21) of Corollary 5 are conditionally id, given then the coordinate r.v.'s (1) are id

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Probability Theory Independence Interchangeability Martingales

ISBN: 9780387406077

3rd Edition

Authors: Yuan Shih Chow, Henry Teicher

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Question Posted: Oct 29, 2024 11:00 AM

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Prove that if the r.v.'s (21) of Corollary 5 are conditionally id, given then the coordinate r.v.'s (1) are id
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Prove that if the r.v.'s (21) of Corollary 5 are conditionally id, given then the coordinate r.v.'s

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Probability Theory Independence Interchangeability Martingales

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