The Role of Exchangeability in Inference

Abstract

This paper is concerned with basic problems of statistical inference. The thesis is in three parts: (1) that inference is a procedure whereby one passes from a population (or sample) to a new individual; (2) that this connection can be established using de Finetti's idea of exchangeability or Fisher's concept of a subpopulation; (3) in making the connection use must be made of the appropriate probability. These three principles are used in a variety of situations and the topics discussed include analysis of variance and covariance, contingency tables, and calibration. Some comments on randomization are also included.