The Role of Exchangeability in Inference
D. V. Lindley, Melvin R. Novick
The Annals of Statistics · 1981 · Volume 9 · Issue 1
Abstract
This paper is concerned with basic problems of statistical inference. The thesis is in three parts: (1) that inference is a procedure whereby one passes from a population (or sample) to a new individual; (2) that this connection can be established using de Finetti's idea of exchangeability or Fisher's concept of a subpopulation; (3) in making the connection use must be made of the appropriate probability. These three principles are used in a variety of situations and the topics discussed include analysis of variance and covariance, contingency tables, and calibration. Some comments on randomization are also included.
Keywords
62A15, 62F15, analysis of variance and covariance, Contingency tables, exchangeability, exchangeable populations, Information, Probability, propensity, random quantities, Randomization, regression, Simpson's paradox
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