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arxiv: 0909.1148 · v1 · submitted 2009-09-07 · 🧮 math.PR · math.ST· stat.TH

Exchangeable lower previsions

Gert de Cooman , Erik Quaeghebeur , Enrique Miranda This is my paper
classification 🧮 math.PR math.STstat.TH
keywords previsionscountablefinitelowerbeliefscasescoherentderive
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We extend de Finetti's [Ann. Inst. H. Poincar\'{e} 7 (1937) 1--68] 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 countable cases, in terms of sampling without and with replacement, respectively.

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