On coherent conditional probabilities and disintegrations
Let \(P\) be a coherent \(\sigma\)-additive conditional probability measure on a domain \({\mathcal C}=\{A|B:A\in {\mathcal A},\;B\in {\mathcal B}\}\) where \({\mathcal A}\) is a field of subsets of \(\Omega\) and \({\mathcal B}\subset {\mathcal A}\), \(\emptyset\notin {\mathcal B}\). The authors show (Example 1) that in some cases no coherent extension \(Q\) of \(P\) to \({\mathcal C}^*=\{A|C:A\in\sigma ({\mathcal A}\cup \{H\})\), \(C\in{\mathcal B}\cup \{H\}\}\), \(H\subset \Omega\), \(H\neq \emptyset\), is \(\sigma\)-additive. Further (Theorem 2), there always exists a coherent \(\sigma\)-additive extension \(P_0\) of \(P\) to \({\mathcal C}_0= \{A|B:A\in \sigma({\mathcal A} \cup\{H\}),\;B\in{\mathcal B}\},\;H\subset\Omega\), \(H\neq\emptyset\). Theorem 3 gives a sufficient condition guaranteeing the existence of a \(\sigma\)-additive coherent extension \(Q\) of \(P\) to \({\mathcal C}^*\). The last section of the paper deals with the existence of a disintegration of a (finitely additive) probability \(P\) on a field \({\mathcal A}\) with respect to a partition \(\Pi\) of \(\Omega\).
- Sufficient conditions for the existence of disintegrations
- On the disintegration property of coherent upper conditional prevision defined by the Choquet integral with respect to its associated Hausdorff outer measure
- On the equivalence of conglomerability and disintegrability for unbounded random variables
- Bayesian inference: the role of coherence to deal with a prior belief function
- Jensen's inequality connected with a double random good
- De Finetti coherence and the product law for independent events
- Dominating countably many forecasts
- Probabilistic squares and hexagons of opposition under coherence
- Basic ideas underlying conglomerability and disintegrability
- Imprecise continuous-time Markov chains
- Merging and testing opinions
- On de Finetti coherence and Kolmogorov probability
- Finitely additive mixtures of probability measures
- Weak disintegrability as a form of preservation of coherence
- scientific article; zbMATH DE number 4074171 (Why is no real title available?)
- scientific article; zbMATH DE number 60032 (Why is no real title available?)
- scientific article; zbMATH DE number 816114 (Why is no real title available?)
- KOLMOGOROV CONDITIONALIZERS CAN BE DUTCH BOOKED (IF AND ONLY IF THEY ARE EVIDENTIALLY UNCERTAIN)
- Nonconglomerative coherent conditional probabilities in statistical inference
- A notion of conditional probability and some of its consequences
- Predictive distributions that mimic frequencies over a restricted subdomain
This page was built for publication: On coherent conditional probabilities and disintegrations
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1601900)
