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.
2020
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].
Patrizia Berti; Emanuela Dreassi; Pietro Rigo
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11585/734767
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