De Finetti's coherence and statistical inference

DOI10.1214/aos/1176350379zbMath0653.62003OpenAlexW2077894345MaRDI QIDQ1107913

Publication date: 1987

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176350379

zbMATH Keywords

conditional probabilities improper prior marginalization paradox coherent inference conglomerative prevision de Finetti's coherence principle dF- coherent inference dF-coherent conditional prevision dF-coherent posterior H-coherent posterior probability charge Stone's strong inconsistency

Mathematics Subject Classification ID

Foundations and philosophical topics in statistics (62A01) Axioms; other general questions in probability (60A05)

Related Items (47)

Coherent lower and upper conditional previsions defined by Hausdorff inner and outer measures to represent the role of conscious and unconscious thought in human decision making ⋮ Convergence in distribution of nonmeasurable random elements. ⋮ Forecasting with imprecise probabilities ⋮ A note on the decidability of de Finetti's coherence ⋮ Statistical matching of multiple sources: A look through coherence ⋮ Incomplete preferences on conditional random quantities: representability by conditional previsions ⋮ Prior near ignorance for inferences in thek-parameter exponential family ⋮ Improper priors for translation families ⋮ Finitely additive mixtures of probability measures ⋮ Basic ideas underlying conglomerability and disintegrability ⋮ Finitely additive conditional probabilities ⋮ Coherent conditional previsions with respect to inner and outer Hausdorff measures to represent conscious and unconscious human brain activity ⋮ Coherent conditional measures of risk defined by the Choquet integral with respect to Hausdorff outer measure and stochastic independence in risk management ⋮ On the disintegration property of coherent upper conditional prevision defined by the Choquet integral with respect to its associated Hausdorff outer measure ⋮ Finitely maxitive conditional possibilities, Bayesian-like inference, disintegrability and conglomerability ⋮ Generalized Bayesian inference in a fuzzy context: from theory to a virtual reality application ⋮ On the concepts of admissibility and coherence ⋮ Construction method of coherent lower and upper previsions based on collection integrals ⋮ Symmetric coherent upper conditional prevision defined by the Choquet integral with respect to Hausdorff outer measure ⋮ Envelopes of conditional probabilities extending a strategy and a prior probability ⋮ Partial identification in statistical matching with misclassification ⋮ A consistency theorem for regular conditional distributions ⋮ Dominating countably many forecasts ⋮ Unbiased Bayes estimates and improper priors ⋮ Characterization of a coherent upper conditional prevision as the Choquet integral with respect to its associated Hausdorff outer measure ⋮ Dutch book against some `objective' priors ⋮ Weak disintegrability as a form of preservation of coherence ⋮ Critical issues in different inferential paradigms ⋮ The formal posterior of a standard flat prior in MANOVA is incoherent ⋮ On the axiomatic treatment of the ϕ-mean ⋮ Merging and testing opinions ⋮ A conversation with Eugenio Regazzini ⋮ Bayesian Updating under Incomplete or Imprecise Information in Finite Spaces ⋮ Finitely additive equivalent martingale measures ⋮ Sure wins, separating probabilities and the representation of linear functionals ⋮ On the existence of inferences which are consistent with a given model ⋮ On the equivalence of conglomerability and disintegrability for unbounded random variables ⋮ Bayesian inference: the role of coherence to deal with a prior belief function ⋮ A special issue on the mathematics of subjective probability ⋮ Predictive distributions that mimic frequencies over a restricted subdomain ⋮ Preference orderings represented by coherent upper and lower conditional previsions ⋮ Non-informative invariant priors yield peculiar marginals ⋮ Nonsubjective Bayes testing -- an overview ⋮ On the scoring approach to admissibility of uncertainty measures in expert systems ⋮ Dutch books: Avoiding strategic and dynamic complications, and a comonotonic extension ⋮ Independence for full conditional probabilities: structure, factorization, non-uniqueness, and Bayesian networks ⋮ Finitely maxitive \(T\)-conditional possibility theory: coherence and extension

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