Exchangeable lower previsions
Probability
2009-09-08 v1 Statistics Theory
Statistics Theory
Abstract
We extend de Finetti's [Ann. Inst. H. Poincar\'{e} 7 (1937) 1--68] notion of exchangeability to finite and countable sequences of variables, when a subject's beliefs about them are modelled using coherent lower previsions rather than (linear) previsions. We derive representation theorems in both the finite and countable cases, in terms of sampling without and with replacement, respectively.
Cite
@article{arxiv.0909.1148,
title = {Exchangeable lower previsions},
author = {Gert de Cooman and Erik Quaeghebeur and Enrique Miranda},
journal= {arXiv preprint arXiv:0909.1148},
year = {2009}
}
Comments
Published in at http://dx.doi.org/10.3150/09-BEJ182 the Bernoulli (http://isi.cbs.nl/bernoulli/) by the International Statistical Institute/Bernoulli Society (http://isi.cbs.nl/BS/bshome.htm)