Timeline for When are observations not weakly exchangeable?
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| Feb 15, 2020 at 22:43 | history | edited | kjetil b halvorsen♦ |
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| Aug 28, 2017 at 7:51 | history | edited | kjetil b halvorsen♦ |
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| Aug 27, 2017 at 14:01 | history | edited | kjetil b halvorsen♦ | CC BY-SA 3.0 |
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| Aug 27, 2017 at 13:45 | answer | added | kjetil b halvorsen♦ | timeline score: 2 | |
| May 6, 2016 at 14:22 | comment | added | Glen_b | I discuss permutation testing (with a little handwaving) in the univariate regression case here; that might help for some context. Whether you could do it in the multivariate context would depend on what things you treated as the random variables you were trying to exchange, and what the null was. | |
| May 6, 2016 at 14:08 | comment | added | Glen_b | Beware, there are some issues here: 1. As it says in the quote the requirement of weak exchangeability only applies under the null. 2. the notion applies to the random variables from which the observations are drawn, not to the observed values. 3. You can't necessarily tell if it's satisfied - the actual random variables from which the observations were drawn might not obey that requirement (because if the null is false they won't be exchangeable) - it (like the stronger condition of i.i.d) is an assumption you might be able to give some argument for. | |
| May 6, 2016 at 14:06 | comment | added | Glen_b | Did you read the wikipedia article on exchangeability? | |
| May 6, 2016 at 13:48 | comment | added | rumtscho | No, I tried to search for it, but got mostly papers on something called Hoeffding-ANOVA decompositions (which apply the concept, don't define it) and a google book result for the exact book I cited. | |
| May 6, 2016 at 13:44 | comment | added | Glen_b | Have you seen a definition of (weak) exchangeability? | |
| May 6, 2016 at 12:59 | history | asked | rumtscho | CC BY-SA 3.0 |