Search results for " general conditional prevision assessments"

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On general conditional random quantities

2009

In the first part of this paper, recalling a general discussion on iterated conditioning given by de Finetti in the appendix of his book, vol. 2, we give a representation of a conditional random quantity $X|HK$ as $(X|H)|K$. In this way, we obtain the classical formula $\pr{(XH|K)} =\pr{(X|HK)P(H|K)}$, by simply using linearity of prevision. Then, we consider the notion of general conditional prevision $\pr(X|Y)$, where $X$ and $Y$ are two random quantities, introduced in 1990 in a paper by Lad and Dickey. After recalling the case where $Y$ is an event, we consider the case of discrete finite random quantities and we make some critical comments and examples. We give a notion of coherence fo…

Settore MAT/06 - Probabilita' E Statistica Matematicageneral conditional random quantities; general conditional prevision assessments; generalized compound prevision theoremgeneral conditional prevision assessmentsiterated conditioninggeneralized compound prevision theoremgeneral conditional random quantitiesconditional eventsstrong generalized compound prevision theoremConditional events general conditional random quantities general conditional prevision assessments generalized compound prevision theorem iterated conditioning strong generalized compound prevision theoremconditional events; general conditional random quantities; general conditional prevision assessments; generalized compound prevision theorem; iterated conditioning; strong generalized compound prevision theorem.
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