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.
Patrizia Berti, Emanuela Dreassi, Pietro Rigo (2020). A notion of conditional probability and some of its consequences. DECISIONS IN ECONOMICS AND FINANCE, 43(1), 3-15 [10.1007/s10203-019-00256-9].
A notion of conditional probability and some of its consequences
Pietro Rigo
2020
Abstract
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.File in questo prodotto:
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