Basic ideas underlying conglomerability and disintegrability
نویسندگان
چکیده
The basic mathematical theory underlying the notions of conglomerability and disintegrability is reviewed. Both the precise and the imprecise cases are concerned.
منابع مشابه
On the Equivalence of Conglomerability and Disintegrability for Unbounded Random Variables.∗ by Mark J. Schervish, Teddy Seidenfeld
We extend a result of Dubins (1975) from bounded to unbounded random variables. Dubins (1975) showed that a finitely additive expectation over the collection of bounded random variables can be written as an integral of conditional expectations (disintegrability) if and only if the marginal expectation is always within the smallest closed interval containing the conditional expectations (conglom...
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We extend a result of Dubins (Ann Probab 3:89–99, 1975) from bounded to unbounded random variables. Dubins showed that a finitely additive expectation over the collection of bounded random variables can be written as an integral of conditional expectations (disintegrability) if and only if the marginal expectation is always within the smallest closed interval containing the conditional expectat...
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At the foundations of probability theory lies a question that has been open since de Finetti framed it in 1930: whether or not an uncertainty model should be required to be conglomerable. Conglomerability is related to accepting infinitely many conditional bets. Walley is one of the authors who have argued in favor of conglomerability, while de Finetti rejected the idea. In this paper we study ...
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عنوان ژورنال:
- Int. J. Approx. Reasoning
دوره 88 شماره
صفحات -
تاریخ انتشار 2017