A notion of conditional probability and some of its consequences

Autor: Emanuela Dreassi, Patrizia Berti, Pietro Rigo
Přispěvatelé: Patrizia Berti, Emanuela Dreassi, Pietro Rigo
Rok vydání: 2019
Předmět:
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