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预见的预见

The Prevision of a Prevision

Journal of the American Statistical Association · 1983
被引 61
ABS 4

中文导读

证明了当条件期望被替换为反映个体观察Y后对X实际信念的替代定义时,有界X的EX = E(E(X|Y))仍然成立,并讨论了该结果对主观主义理论的重要性。

Abstract

Abstract We prove that the result EX = E(E(X | Y)) is true, for bounded X, when the usual concept of conditional expectation or prevision is replaced by an alternative definition reflecting an individual's actual beliefs concerning X after observing Y. We discuss the importance of this result to subjectivist theory.

数学主观概率条件期望