Envelopes of conditional probabilities extending a strategy and a prior probability
Probability
2016-02-26 v1
Abstract
Any strategy and prior probability together are a coherent conditional probability that can be extended, generally not in a unique way, to a full conditional probability. The corresponding class of extensions is studied and a closed form expression for its envelopes is provided. Then a topological characterization of the subclasses of extensions satisfying the further properties of full disintegrability and full strong conglomerability is given and their envelopes are studied.
Cite
@article{arxiv.1602.07751,
title = {Envelopes of conditional probabilities extending a strategy and a prior probability},
author = {Davide Petturiti and Barbara Vantaggi},
journal= {arXiv preprint arXiv:1602.07751},
year = {2016}
}
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