A notion of conditional probability and some of its consequences
Autor: | Emanuela Dreassi, Patrizia Berti, Pietro Rigo |
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Přispěvatelé: | Patrizia Berti, Emanuela Dreassi, Pietro Rigo |
Rok vydání: | 2019 |
Předmět: |
Regular conditional distribution
Bayesian inference Disintegrability High Energy Physics::Phenomenology Conditional probability Strategy Mathematics::General Topology Conditional probability distribution Bayesian statistics High Energy Physics::Theory Compatibility (mechanics) Computer Science::Mathematical Software Sufficiency General Economics Econometrics and Finance Mathematical economics Finance Mathematics |
Zdroj: | Decisions in Economics and Finance. 43:3-15 |
ISSN: | 1129-6569 1593-8883 |
DOI: | 10.1007/s10203-019-00256-9 |
Popis: | An alternative notion of conditional probability (say AN) is discussed and investigated. If compared with the usual notion (regular conditional distributions), AN gives up the measurability constraint but requires a properness condition. An existence result for AN is provided. Also, some consequences of AN are pointed out, with reference to Bayesian statistics, exchangeability and compatibility. |
Databáze: | OpenAIRE |
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