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## Commentary: Note on exchangeability and de Finetti's Theorem
In several places Jaynes refers to exchangeability and de Finetti's Theorem
without defining these; finally, in Chapter 18 section 16 (p. 586 onward) he
says a little bit about just what de Finetti's Theorem is. For those readers
who are unfamiliar with this topic, Bernardo and Smith's book
whenever is a permutation of the variables .
for any constant . (Note that may involve delta functions, to assign positive probability to a single specific value in .) In other words, we may reason as if there exists some additional variable such that the variables are independently and identically distributed when the value of is known, and is . |