Maximum Likelihood Method in de Finetti's Theorem
Lana Eduardovna Melkumova, S. Ya. Shatskikh · Theory of Probability and Its Applications · 2019
De Finetti's theorem states that the elements of an infinite exchangeable sequence of random variables are conditionally independent and identically distributed relative to some random variable (or a sigma-algebra generated by that random variable). In this work, we construct this random variable using the maximum likelihood method.