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March, 1991 Coherent Statistical Inference and Bayes Theorem
Patrizia Berti, Eugenio Regazzini, Pietro Rigo
Ann. Statist. 19(1): 366-381 (March, 1991). DOI: 10.1214/aos/1176347988


Conditions are given which suffice for the assessment of a coherent inference by means of a Bayesian algorithm, i.e., a suitable extension of the classical Bayes theorem relative to a finite number of alternatives. Under some further hypotheses such inference is shown to be, in addition, coherent in the sense of Heath, Lane and Sudderth. Moreover, a characterization of coherent posteriors is provided, together with some remarks concerning finitely additive conditional probabilities.


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Patrizia Berti. Eugenio Regazzini. Pietro Rigo. "Coherent Statistical Inference and Bayes Theorem." Ann. Statist. 19 (1) 366 - 381, March, 1991.


Published: March, 1991
First available in Project Euclid: 12 April 2007

zbMATH: 0742.62003
MathSciNet: MR1091857
Digital Object Identifier: 10.1214/aos/1176347988

Primary: 62A15
Secondary: 60A05

Keywords: Bayes theorem , coherent conditional probability , coherent posterior , conglomerability , disintegrability , integration with respect to a finitely additive set function

Rights: Copyright © 1991 Institute of Mathematical Statistics

Vol.19 • No. 1 • March, 1991
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