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kjetil b halvorsen ♦
kjetil b halvorsen ♦
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In many textbooks, when a Bayesian model is presented, such as a classic Normal-Normal model, there is some sort of brief mention that the trials must be exchangeable. I am wondering why this is necessary and what goes wrong if exchangeability doesn't hold. Does anyone have any concise answers? Thanks.

In many textbooks, when a Bayesian model is presented, such as a classic Normal-Normal model, there is some sort of brief mention that the trials must be exchangeable. I am wondering why this is necessary and what goes wrong if exchangeability doesn't hold. Does anyone have any concise answers? Thanks.

In many textbooks, when a Bayesian model is presented, such as a classic Normal-Normal model, there is some sort of brief mention that the trials must be exchangeable. I am wondering why this is necessary and what goes wrong if exchangeability doesn't hold. Does anyone have any concise answers?

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user321627
user321627
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In a Bayesian hierarchical model, if exchangeability doesn't hold, what exactly goes wrong?

In many textbooks, when a Bayesian model is presented, such as a classic Normal-Normal model, there is some sort of brief mention that the trials must be exchangeable. I am wondering why this is necessary and what goes wrong if exchangeability doesn't hold. Does anyone have any concise answers? Thanks.