Representation theorems for partially exchangeable random variables

Autor(es)

De Bock, Jasper ^[1] ; Van Camp, Arthur ^[1] ; Diniz, Marcio A. ^[2] ; de Cooman, Gert ^[1]

Afiliação do(s) autor(es)

^[1] Univ Ghent, SYSTeMS Res Grp, B-9052 Zwijnaarde - Belgium

^[2] Fed Univ S Carlos, Dept Stat, Sao Carlos - Brazil

• Tipo de documento: Artigo Científico
• Fonte: FUZZY SETS AND SYSTEMS; v. 284, p. 1-30, FEB 1 2016.
• Citações Web of Science: 4

Resumo

We provide representation theorems for both finite and countable sequences of finite-valued random variables that are considered to be partially exchangeable. In their most general form, our results are presented in terms of sets of desirable gambles, a very general framework for modelling uncertainty. Its key advantages are that it allows for imprecision, is more expressive than almost every other imprecise-probabilistic framework and makes conditioning on events with (lower) probability zero non-problematic. We translate our results to more conventional, although less general frameworks as well: lower previsions, linear previsions and probability measures. The usual, precise-probabilistic representation theorems for partially exchangeable random variables are obtained as special cases. (C) 2014 Elsevier B.V. All rights reserved. (AU)

• Processo FAPESP: 12/14764-0 - Probabilidades imprecisas e os teoremas de de Finetti
• Beneficiário: Marcio Alves Diniz
• Modalidade de apoio: Bolsas no Exterior - Pesquisa