In this paper we consider general conditional random quantities of the kind $X|Y$, where $X$ and $Y$ are finite discrete random quantities. Then, we introduce the notion of coherence for conditional prevision assessments on finite families of general conditional random quantities. Moreover, we give a compound prevision theorem and we examine the relation between the previsions of $X|Y$ and $Y|X$. Then, we give some results on random gains and, by a suitable alternative theorem, we obtain a characterization of coherence. We also propose an algorithm for the checking of coherence. Finally, we briefly examine the case of imprecise conditional prevision assessments by introducing the notions of generalized and total coherence. To illustrate our results, we consider some examples.

Biazzo, V., Gilio, A., Sanfilippo, G. (2009). On general conditional prevision assessments. In WUPES (pp.23-34). Liblice : WUPES: Workshop on Uncertainty Processing.

On general conditional prevision assessments

SANFILIPPO, Giuseppe
2009-01-01

Abstract

In this paper we consider general conditional random quantities of the kind $X|Y$, where $X$ and $Y$ are finite discrete random quantities. Then, we introduce the notion of coherence for conditional prevision assessments on finite families of general conditional random quantities. Moreover, we give a compound prevision theorem and we examine the relation between the previsions of $X|Y$ and $Y|X$. Then, we give some results on random gains and, by a suitable alternative theorem, we obtain a characterization of coherence. We also propose an algorithm for the checking of coherence. Finally, we briefly examine the case of imprecise conditional prevision assessments by introducing the notions of generalized and total coherence. To illustrate our results, we consider some examples.
Settore MAT/06 - Probabilita' E Statistica Matematica
20-set-2009
WUPES: Workshop on Uncertainty Processing
Liblice, Czech Republic
19-23 September, 2009
8
2009
12
Peer reviewed paper. Sito del WUPES'09: <http://wupes.fm.vse.cz/>
Biazzo, V., Gilio, A., Sanfilippo, G. (2009). On general conditional prevision assessments. In WUPES (pp.23-34). Liblice : WUPES: Workshop on Uncertainty Processing.
Proceedings (atti dei congressi)
Biazzo, V; Gilio, A; Sanfilippo, G
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/10447/47693
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