Search results for "conditional random quantities"

showing 7 items of 17 documents

Algebraic aspects and coherence conditions for conjoined and disjoined conditionals

2019

We deepen the study of conjoined and disjoined conditional events in the setting of coherence. These objects, differently from other approaches, are defined in the framework of conditional random quantities. We show that some well known properties, valid in the case of unconditional events, still hold in our approach to logical operations among conditional events. In particular we prove a decomposition formula and a related additive property. Then, we introduce the set of conditional constituents generated by $n$ conditional events and we show that they satisfy the basic properties valid in the case of unconditional events. We obtain a generalized inclusion-exclusion formula and we prove a …

Pure mathematicsProperty (philosophy)Settore MAT/06 - Probabilita' E Statistica MatematicaDistributivityApplied MathematicsProbability (math.PR)02 engineering and technologyCoherence (statistics)Characterization (mathematics)Settore MAT/01 - Logica Matematica60Axx 03B48Theoretical Computer ScienceCoherenceConditional random quantities Conjunction and disjunction of conditionals Decomposition formula Conditional constituents Inclusion-exclusion formulaSet (abstract data type)Artificial Intelligence020204 information systemsFOS: Mathematics0202 electrical engineering electronic engineering information engineering020201 artificial intelligence & image processingInclusion–exclusion principleAlgebraic numberMathematics - ProbabilitySoftwareCounterexampleMathematics
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Generalized coherence and connection property of imprecise conditional previsions.

2008

In this paper we consider imprecise conditional prevision assessments on random quantities with finite set of possible values. We use a notion of generalized coherence which is based on the coherence principle of de Finetti. We consider the checking of g-coherence, by extending some previous results obtained for imprecise conditional probability assessments. Then, we study a connection property of interval-valued gcoherent prevision assessments, by extending a result given in a previous paper for precise assessments.

Settore MAT/06 - Probabilita' E Statistica MatematicaConditional random quantities; imprecise prevision assessments; generalized coherence; checking of g-coherence; connection property.Conditional random quantitiesimprecise prevision assessmentsconnection propertyConditional random quantities imprecise prevision assessments generalized coherence checking of g-coherence connection property.checking of g-coherencegeneralized coherence
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Conditional Random Quantities and Iterated Conditioning in the Setting of Coherence

2013

We consider conditional random quantities (c.r.q.’s) in the setting of coherence. Given a numerical r.q. X and a non impossible event H, based on betting scheme we represent the c.r.q. X|H as the unconditional r.q. XH + μH c , where μ is the prevision assessed for X|H. We develop some elements for an algebra of c.r.q.’s, by giving a condition under which two c.r.q.’s X|H and Y|K coincide. We show that X|HK coincides with a suitable c.r.q. Y|K and we apply this representation to Bayesian updating of probabilities, by also deepening some aspects of Bayes’ formula. Then, we introduce a notion of iterated c.r.q. (X|H)|K, by analyzing its relationship with X|HK. Our notion of iterated conditiona…

Discrete mathematicsSettore MAT/06 - Probabilita' E Statistica MatematicaSettore INF/01 - Informaticaconditional random quantitiesCoherence (statistics)Bayesian inferencebayesian updatingcoherenceCombinatoricsconditional previsionsBayes' theoremIterated functionbayesian updating; conditional random quantities; betting scheme; conditional previsions; coherence; iterated conditioning; iterated conditioning.Coherence betting scheme conditional random quantities conditional previsions Bayesian updating iterated conditioning.Scheme (mathematics)iterated conditioningConditioningRepresentation (mathematics)betting schemeEvent (probability theory)Mathematics
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Conjunction, Disjunction and Iterated Conditioning of Conditional Events

2013

Starting from a recent paper by S. Kaufmann, we introduce a notion of conjunction of two conditional events and then we analyze it in the setting of coherence. We give a representation of the conjoined conditional and we show that this new object is a conditional random quantity, whose set of possible values normally contains the probabilities assessed for the two conditional events. We examine some cases of logical dependencies, where the conjunction is a conditional event; moreover, we give the lower and upper bounds on the conjunction. We also examine an apparent paradox concerning stochastic independence which can actually be explained in terms of uncorrelation. We briefly introduce the…

Theoretical computer scienceSettore MAT/06 - Probabilita' E Statistica MatematicaComputer scienceProbabilistic logicCoherence (philosophical gambling strategy)Conditional events conditional random quantities conjunction disjunction iterated conditionalsConjunction (grammar)Set (abstract data type)Regular conditional probabilitydisjunction; conditional events; conjunction; conditional random quantities; iterated conditionals.Iterated functionRepresentation (mathematics)Settore SECS-S/01 - StatisticaMathematical economicsEvent (probability theory)
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Iterated Conditionals, Trivalent Logics, and Conditional Random Quantities

2022

We consider some notions of iterated conditionals by checking the validity of some desirable basic logical and probabilistic properties, which are valid for simple conditionals. We consider de Finetti’s notion of conditional as a three-valued object and as a conditional random quantity in the betting framework. We recall the notions of conjunction and disjunction among conditionals in selected trivalent logics. Then, we analyze the two notions of iterated conditional introduced by Calabrese and de Finetti, respectively. We show that the compound probability theorem and other basic properties are not preserved by these objects, by also computing some probability propagation rules. Then, for …

Settore MAT/06 - Probabilita' E Statistica MatematicaCoherence Conditional events Conditional random quantities Conditional previsions Conjoined and disjoined conditionals Iterated conditionals Compound probability theorem Lower and upper bounds Import-export principle
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On general conditional prevision assessments

2009

In this paper we consider general conditional random quantities of the kind $X|Y$, where $X$ and $Y$ are finite discrete random quantities. Then, we introduce the notion of coherence for conditional prevision assessments on finite families of general conditional random quantities. Moreover, we give a compound prevision theorem and we examine the relation between the previsions of $X|Y$ and $Y|X$. Then, we give some results on random gains and, by a suitable alternative theorem, we obtain a characterization of coherence. We also propose an algorithm for the checking of coherence. Finally, we briefly examine the case of imprecise conditional prevision assessments by introducing the notions of…

Conditional random quantities; coherence; conditional prevision assessments; random gain; alternative theorems; algorithms; imprecise assessments; generalized and total coherence.Settore MAT/06 - Probabilita' E Statistica Matematicarandom gainConditional events general conditional random quantitiesgeneral conditional prevision assessments generalized compound prevision theorem generalized Bayes TheoremConditional random quantitiesalgorithmsimprecise assessmentsalternative theoremsgeneralized and total coherencecoherenceconditional prevision assessments
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Compounds of conditionals and iterated conditioning under coherence

2017

We discuss the problem of defining logical operations among conditional events. Differently from many authors, we define the conjunction and disjunction in the setting of conditional random quantities. In probability theory and in probability logic a relevant problem, largely discussed by many authors, is that of defining logical operations among conditional events. In the many works concerning these operations, the conjunction and disjunction have been usually defined as suitable conditional events. In Kaufmann 2009 it has been proposed a theory for the compounds of conditionals which has been framed in the setting of coherence in (Gilio and Sanfilippo , 2013, 2014) In this framework, whic…

Settore MAT/06 - Probabilita' E Statistica MatematicaConjunction disjunction conditional events conditional random quantities coherence
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