Exchangeable lower previsions
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Publication:605019
DOI10.3150/09-BEJ182zbMATH Open1202.60055arXiv0909.1148MaRDI QIDQ605019FDOQ605019
Authors: Sumit K. Garg 
Publication date: 12 November 2010
Published in: Bernoulli (Search for Journal in Brave)
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.
Full work available at URL: https://arxiv.org/abs/0909.1148
Recommendations
Bernstein polynomialscoherenceexchangeabilityrepresentation theoremimprecise probabilityconvergence in distributionsampling without replacementmultinomial samplinglower prevision
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Cited In (17)
- Lower previsions
- Exchangeable capacities, parameters and incomplete theories
- Exchangeability and Data Analysis
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- Exchangeable Belief Structures
- Representation insensitivity in immediate prediction under exchangeability
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- A behavioural justification for using sensitivity analysis in imprecise multinomial processes
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