Abstract
In this paper, we address the concept of conditional independence between two random variables $X$ and $Y$ given the entity $Θ$. We identify the impact of conditional independence on the analytic form of the predictive 2-copula between $X$ and $Y$. We obtain a representation of the predictive 2-copula between $X$ and $Y$ in terms of functions associated with the copulas between $X$ and $Θ$ and between $Y$ and $Θ$. Through the concept of infinite exchangeable sequences we amplify the validity of our results, obtaining the predictive 2-copula between two variables in terms of the copula between only one of these variables and the quantity $Θ$.
Type
Publication
4open
