As the fundamental structure theorem of infinite exchangeable random variables sequences, the Definetti’s theorem does not work to finite exchangeable random variables sequences, it is therefore necessary to find other techniques to solve the approximate behavior problems of finite exchangeable random variables sequences. By using reverse martingale approach, some scholars have given some results. In this paper we do some researches about the similarity and difference of identically distributed random variables and exchangeable random variables sequences, mainly discuss the limit theory of exchangeable random variables.