Given a coherent conditional prevision we obtain, by means of the Yoshida-Hewitt Decomposition Theorem, an upper bound of its failures of conglomerability with respect to a random number and a denumerable partition. In this way we get an extension of a result of Schervish-Seidenfeld-Kadane to coherent previsions.
A remark on failures of conglomerability of prevision / Holzer, Silvano. - In: RIVISTA DI MATEMATICA PER LE SCIENZE ECONOMICHE E SOCIALI. - ISSN 1127-1035. - STAMPA. - 9(2):(1987), pp. 149-152.
A remark on failures of conglomerability of prevision
HOLZER, SILVANO
1987-01-01
Abstract
Given a coherent conditional prevision we obtain, by means of the Yoshida-Hewitt Decomposition Theorem, an upper bound of its failures of conglomerability with respect to a random number and a denumerable partition. In this way we get an extension of a result of Schervish-Seidenfeld-Kadane to coherent previsions.File in questo prodotto:
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