TY - CONF
T1 - On general conditional prevision assessments
AU - Sanfilippo, Giuseppe
PY - 2009
Y1 - 2009
N2 - 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 acharacterization 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 generalized and total coherence. To illustrate our results, we consider some examples.
AB - 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 acharacterization 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 generalized and total coherence. To illustrate our results, we consider some examples.
KW - Conditional events
KW - general conditional prevision assessments
KW - general conditional random quantities
KW - generalized Bayes Theorem
KW - generalized compound prevision theorem
KW - Conditional events
KW - general conditional prevision assessments
KW - general conditional random quantities
KW - generalized Bayes Theorem
KW - generalized compound prevision theorem
UR - http://hdl.handle.net/10447/47693
M3 - Other
SP - 23
EP - 34
ER -