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更新主观概率

Updating Subjective Probability

Journal of the American Statistical Association · 1982
被引 138
ABS 4

中文导读

本文探讨Jeffrey规则在概率更新中的数学性质,将其与充分划分和列联表的最大熵更新联系起来,并研究两个划分上的同时修正。

Abstract

Abstract Jeffrey's rule for revising a probability P to a new probability P* based on new probabilities P* (Ei ) on a partition {Ei } i = 1 n is P*(A) = Σ P(A| Ei ) P* (Ei ). Jeffrey's rule is applicable if it is judged that P* (A | Ei ) = P(A | Ei ) for all A and i. This article discusses some of the mathematical properties of this rule, connecting it with sufficient partitions, and maximum entropy updating of contingency tables. The main results concern simultaneous revision on two partitions.

概率论贝叶斯统计数学经济学信息论