Exchangeable lower previsions

DOI10.3150/09-BEJ182MaRDI QIDQ605019zbMATHFDO

Authors Sumit K. Garg

Publication date 12 November 2010

Published in Bernoulli (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/0909.1148

zbMATH Keywords

Bernstein polynomialscoherenceexchangeabilityrepresentation theoremimprecise probabilityconvergence in distributionsampling without replacementmultinomial samplinglower prevision

Mathematics Subject Classification ID

Exchangeability for stochastic processes (60G09)

Abstract: We extend de Finetti's [Ann. Inst. H. Poincar'{e} 7 (1937) 1--68] notion of exchangeability to finite and countable sequences of variables, when a subject's beliefs about them are modelled using coherent lower previsions rather than (linear) previsions. We derive representation theorems in both the finite and countable cases, in terms of sampling without and with replacement, respectively.

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• De Finetti's contribution to probability and statistics
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Cited in

(17)

• Exchangeable choice functions
• Exchangeability and the law of maturity
• Symmetric coherent upper conditional prevision defined by the Choquet integral with respect to Hausdorff outer measure
• Exchangeability and sets of desirable gambles
• Lower previsions induced by filter maps
• Representation insensitivity in immediate prediction under exchangeability
• Exchangeability and Data Analysis
• Exchangeable Belief Structures
• Bruno de Finetti and imprecision: imprecise probability does not exist!
• Lower previsions
• Representation theorems for partially exchangeable random variables
• Quantum indistinguishability through exchangeability
• Predictive inference under exchangeability, and the imprecise Dirichlet multinomial model
• A behavioural justification for using sensitivity analysis in imprecise multinomial processes
• Infinite exchangeability for sets of desirable gambles
• Exchangeable capacities, parameters and incomplete theories
• The Hausdorff moment problem under finite additivity

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