Random variables are exchangeable (exchangeability) if the law of is the same for every permutation . A permutation test of the null that is independent of compares a statistic with its values over random permutations of ; the -value is for permutations.
Quantitative Finance · Glosarium
Apa itu Exchangeability, permutation test?
Dikenal juga sebagai: exchangeability · permutation test