De Finetti Representations of Survival Functions Level to a Product Measure
Abstract
De Finetti-type representations of survival functions are considered. Exchangeable continuous strictly monotonic infinite-dimensional survival functions whose finite dimensional marginals have the same level sets as a product survival function, can be represented uniquely as mixtures of positive powers of that product survival function. A functional equation characterizes the survival functions which can be represented in this way, and the product measure is extracted using techniques from functional equations.
Document Details
- Document Type
- Technical Report
- Publication Date
- Jun 01, 1992
- Accession Number
- ADA253623
Entities
People
- Roger M. Cooke
Organizations
- University of California, Berkeley