Exchangeable lower previsions
Gert de Cooman, Erik Quaeghebeur, and Enrique Miranda
Source: Bernoulli Volume 15, Number 3
(2009), 721-735.
Abstract
We extend de Finetti’s [Ann. Inst. H. Poincaré 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.
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Keywords: Bernstein polynomials; coherence; convergence in distribution; exchangeability; imprecise probability; lower prevision; multinomial sampling; representation theorem; sampling without replacement
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Links and Identifiers
Permanent link to this document: http://projecteuclid.org/euclid.bj/1251463278
Digital Object Identifier: doi:10.3150/09-BEJ182
Mathematical Reviews number (MathSciNet): MR2555196
Zentralblatt MATH identifier: 05815952
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