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Exchangeable lower previsions

(2009) BERNOULLI. 15(3). p.721-735
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Abstract
We extend de Finetti's notion of exchangeability to finite and countable sequences of variables, when a subject's beliefs about them are modelled using coherent lower previsions rather than (linear) previsions. We derive representation theorems in both the finite and the countable case, in terms of sampling without and with replacement, respectively.
Keywords
Representation Theorem, sampling without replacement, exchangeability, multinomial sampling, lower prevision, imprecise probability, PROBABILITY, coherence, convergence in distribution, Bernstein polynomials

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Citation

Please use this url to cite or link to this publication:

Chicago
De Cooman, Gert, Erik Quaeghebeur, and Enrique Miranda. 2009. “Exchangeable Lower Previsions.” Bernoulli 15 (3): 721–735.
APA
De Cooman, Gert, Quaeghebeur, E., & Miranda, E. (2009). Exchangeable lower previsions. BERNOULLI, 15(3), 721–735.
Vancouver
1.
De Cooman G, Quaeghebeur E, Miranda E. Exchangeable lower previsions. BERNOULLI. 2009;15(3):721–35.
MLA
De Cooman, Gert, Erik Quaeghebeur, and Enrique Miranda. “Exchangeable Lower Previsions.” BERNOULLI 15.3 (2009): 721–735. Print.
@article{498518,
  abstract     = {We extend de Finetti's notion of exchangeability to finite and countable sequences of variables, when a subject's beliefs about them are modelled using coherent lower previsions rather than (linear) previsions. We derive representation theorems in both the finite and the countable case, in terms of sampling without and with replacement, respectively.},
  author       = {De Cooman, Gert and Quaeghebeur, Erik and Miranda, Enrique},
  issn         = {1350-7265},
  journal      = {BERNOULLI},
  keyword      = {Representation Theorem,sampling without replacement,exchangeability,multinomial sampling,lower prevision,imprecise probability,PROBABILITY,coherence,convergence in distribution,Bernstein polynomials},
  language     = {eng},
  number       = {3},
  pages        = {721--735},
  title        = {Exchangeable lower previsions},
  url          = {http://dx.doi.org/10.3150/09-BEJ182},
  volume       = {15},
  year         = {2009},
}

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