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Exchangeable lower previsions

Gert de Cooman (UGent) , Erik Quaeghebeur (UGent) and Enrique Miranda
(2009) BERNOULLI. 15(3). p.721-735
Author
Organization
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

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MLA
de Cooman, Gert, et al. “Exchangeable Lower Previsions.” BERNOULLI, vol. 15, no. 3, 2009, pp. 721–35, doi:10.3150/09-BEJ182.
APA
de Cooman, G., Quaeghebeur, E., & Miranda, E. (2009). Exchangeable lower previsions. BERNOULLI, 15(3), 721–735. https://doi.org/10.3150/09-BEJ182
Chicago author-date
Cooman, Gert de, Erik Quaeghebeur, and Enrique Miranda. 2009. “Exchangeable Lower Previsions.” BERNOULLI 15 (3): 721–35. https://doi.org/10.3150/09-BEJ182.
Chicago author-date (all authors)
de Cooman, Gert, Erik Quaeghebeur, and Enrique Miranda. 2009. “Exchangeable Lower Previsions.” BERNOULLI 15 (3): 721–735. doi:10.3150/09-BEJ182.
Vancouver
1.
de Cooman G, Quaeghebeur E, Miranda E. Exchangeable lower previsions. BERNOULLI. 2009;15(3):721–35.
IEEE
[1]
G. de Cooman, E. Quaeghebeur, and E. Miranda, “Exchangeable lower previsions,” BERNOULLI, vol. 15, no. 3, pp. 721–735, 2009.
@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}},
  keywords     = {{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://doi.org/10.3150/09-BEJ182}},
  volume       = {{15}},
  year         = {{2009}},
}
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