A definition of conditional probability distribution with non-stochastic information

Details A definition of conditional probability distribution with non-stochastic information A definition of conditional probability distribution with non-stochastic information

2011-02-17

arxiv.org/abs/1102.3681v1

Mathematics

Probability

16 pages

Scientific paper

The current definition of a conditional probability distribution enables one to update probabilities only on the basis of stochastic information. This paper provides a definition for conditional probability distributions with non-stochastic information. The definition is derived as a solution of a decision theoretic problem, where the information is connected to the outcome of interest via a loss function. We shall show that the Kullback-Leibler divergence plays a central role. Some illustrations are presented.

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