1981-05-01
Agreeing Probability Measures for Comparative Probability Structures
Publication
Publication
Annals of Statistics , Volume 9 - Issue 3 p. 658- 662
It is proved that fine and tight comparative probability structures (where the set of events is assumed to be an algebra, not necessarily a σ-algebra) have agreeing probability measures. Although this was often claimed in the literature, all proofs the author encountered are not valid for the general case, but only for σ-algebras. Here the proof of Niiniluoto (1972) is supplemented. Furthermore an example is presented that reveals many misunderstandings in the literature. At the end a necessary and sufficient condition is given for comparative probability structures to have an almost agreeing probability measure
Additional Metadata | |
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hdl.handle.net/1765/23261 | |
Annals of Statistics | |
Organisation | Erasmus School of Economics |
Wakker, P. (1981). Agreeing Probability Measures for Comparative Probability Structures. Annals of Statistics, 9(3), 658–662. Retrieved from http://hdl.handle.net/1765/23261 |