Bayesian decision theory and stochastic independence
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Publication:3384083
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Cites work
- scientific article; zbMATH DE number 3433226 (Why is no real title available?)
- scientific article; zbMATH DE number 3339023 (Why is no real title available?)
- scientific article; zbMATH DE number 3395595 (Why is no real title available?)
- scientific article; zbMATH DE number 3087284 (Why is no real title available?)
- A Definition of Subjective Probability
- Declarations of independence
- Joint orders in comparative probability
- On indepedence for non-additive measures, with a Fubini theorem
- Pexider's equation and aggregation of allocations
- Prospect theory. For risk and ambiguity.
- Qualitative independence in probability theory
- Ranking multidimensional alternatives and uncertain prospects
- Sets of probability distributions, independence, and convexity
- Social preference under twofold uncertainty
- Stochastic independence, causal independence, and shieldability
- The Structure of Utility Functions
Cited in
(8)- A minimal extension of Bayesian decision theory
- Bayes without Bernoulli: Simple conditions for probabilistically sophisticated choice
- Independence and Bayesian updating methods
- Joint sensitivity in Bayesian decision theory
- On a notion of independence proposed by Teddy Seidenfeld
- Subjective probability and stochastic independence
- Stability of Bayes Decisions and Applications
- On the normalized maximum likelihood and Bayesian decision theory
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