Conglomerability of probability measures on Boolean algebras (Q750648)

Let P be a finitely additive probability on an algebra A of subsets of a set \(\Omega\) ; if \(\{H_ i\}_{i\geq 0}\) is a denumerable, positive (i.e. \(P(H_ i)>0,\quad i\geq 0)\) A-partition of \(\Omega\) then for a set \(B\in A\) the inequalities \[ \inf_{i}P(B| H_ i)\leq P(B)\leq \sup_{i}P(B| H_ i) \] will certainly be valid if P is \(\sigma\)- additive on A. However, these inequalities may or may not hold if P is only finitely additive; if they do hold for all \(B\in A\) and all positive A-partitions of \(\Omega\), P is called ``positively conglomerable''. The relationship of this notion to \(\sigma\)-additivity is studied in this paper; related previous work is referred to and discussed.