On the equivalence of conglomerability and disintegrability for unbounded random variables
From MaRDI portal
Publication:2066866
DOI10.1007/s10260-014-0282-7zbMath1477.60011OpenAlexW2169038230MaRDI QIDQ2066866
Joseph B. Kadane, Mark J. Schervish, Teddy Seidenfeld
Publication date: 14 January 2022
Published in: Statistical Methods and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10260-014-0282-7
Axioms; other general questions in probability (60A05) Integration theory via linear functionals (Radon measures, Daniell integrals, etc.), representing set functions and measures (28C05)
Related Items
Basic ideas underlying conglomerability and disintegrability ⋮ Comparative expectations ⋮ Full conglomerability ⋮ An axiomatic integral and a multivariate mean value theorem
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Strong previsions of random elements
- A notion of coherent conditional prevision for arbitrary random quantities
- Preference for equivalent random variables: A price for unbounded utilities
- De Finetti's coherence and statistical inference
- Finitely additive conditional probabilities, conglomerability and disintegrations
- On coherent conditional probabilities and disintegrations
- Dominating countably many forecasts
- The fundamental theorems of prevision and asset pricing
- The extent of non-conglomerability of finitely additive probabilities
- Weak disintegrability as a form of preservation of coherence
- Reasoning to a Foregone Conclusion
- Integral representation of linear functionals on spaces of unbounded functions
- A notion of coherent revision for arbitrary random quantities
- Representation of conditional probability measures on Boolean algebras