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.
Recommendations
Cites work
- An algorithm for smoothing three-dimensional Monte Carlo ion implantation simulation results
- Arbitrarily high degree elevation of Bézier representations
- Bézier and B-spline techniques
- De Finetti's contribution to probability and statistics
- De Finetti's Theorem on Exchangeable Variables
- Finite exchangeable sequences
- scientific article; zbMATH DE number 1713116 (Why is no real title available?)
- scientific article; zbMATH DE number 997340 (Why is no real title available?)
- scientific article; zbMATH DE number 48344 (Why is no real title available?)
- scientific article; zbMATH DE number 3514748 (Why is no real title available?)
- scientific article; zbMATH DE number 3216701 (Why is no real title available?)
- scientific article; zbMATH DE number 3349081 (Why is no real title available?)
- scientific article; zbMATH DE number 3026923 (Why is no real title available?)
- Probabilistic Symmetries and Invariance Principles
- Probability, Symmetry and Frequency
- Symmetric Measures on Cartesian Products
- Weak and strong laws of large numbers for coherent lower previsions
Cited in
(20)- Representation theorems for partially exchangeable random variables
- Exchangeable choice functions
- Finite exchangeability and linear regression
- Quantum indistinguishability through exchangeability
- Lower previsions induced by filter maps
- Exchangeability and the law of maturity
- Bruno de Finetti and imprecision: imprecise probability does not exist!
- The Hausdorff moment problem under finite additivity
- Note on ``Frequentistic approximations to Bayesian prevision of exchangeable random elements
- A behavioural justification for using sensitivity analysis in imprecise multinomial processes
- Lower previsions
- Infinite exchangeability for sets of desirable gambles
- Exchangeable Belief Structures
- scientific article; zbMATH DE number 1222671 (Why is no real title available?)
- Exchangeability and sets of desirable gambles
- Exchangeability and Data Analysis
- Symmetric coherent upper conditional prevision defined by the Choquet integral with respect to Hausdorff outer measure
- Predictive inference under exchangeability, and the imprecise Dirichlet multinomial model
- Exchangeable capacities, parameters and incomplete theories
- Representation insensitivity in immediate prediction under exchangeability
This page was built for publication: Exchangeable lower previsions
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q605019)
