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| Content Provider | Society for Industrial and Applied Mathematics (SIAM) |
|---|---|
| Author | Hess, K. T. |
| Copyright Year | 2004 |
| Abstract | We say that a class of events fulfills a conditional zero-one law if it is a subset of the completion of the conditioning $\sigma$-algebra. In this case the conditional probability of an event of the class is an indicator function. Therefore the conditional probability takes almost surely only the values zero and one; in the unconditional case the indicator functions are almost surely constant.We consider two special zero-one laws. If a sequence of random variables is conditionally independent, then its tail $\sigma$-algebra fulfills a conditional zero-one law; this generalizes Kolmogorov's zero-one law. If the sequence is even conditionally identically distributed, then its permutable $\sigma$-algebra, which contains the tail $\sigma$-algebra, fulfills a conditional zero-one law; this generalizes the zero-one law of Hewitt and Savage. |
| Starting Page | 711 |
| Ending Page | 718 |
| Page Count | 8 |
| File Format | |
| ISSN | 0040585X |
| DOI | 10.1137/S0040585X97980804 |
| e-ISSN | 10957219 |
| Journal | Theory of Probability & Its Applications (TPRBAU) |
| Issue Number | 4 |
| Volume Number | 48 |
| Language | English |
| Publisher | Society for Industrial and Applied Mathematics |
| Publisher Date | 2006-07-25 |
| Access Restriction | Subscribed |
| Subject Keyword | conditional independence zero-one law conditional probability |
| Content Type | Text |
| Resource Type | Article |
| Subject | Statistics and Probability Statistics, Probability and Uncertainty |
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