As a motivation, consider the following example. Let X be a random variable that is uniformly distributed on [0, 1]. As soon as we know the value of X, we toss n times a coin that has probability X for a success. Denote the results by Y1,…, Y n .
CITATION STYLE
Klenke, A. (2008). Probability Measures on Product Spaces. In Probability Theory (pp. 271–292). Springer London. https://doi.org/10.1007/978-1-84800-048-3_14
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