Exchangeable lower previsions

Details Exchangeable lower previsions Exchangeable lower previsions

2009-09-07

arxiv.org/abs/0909.1148v1

Bernoulli 2009, Vol. 15, No. 3, 721-735

Mathematics

Probability

Published in at http://dx.doi.org/10.3150/09-BEJ182 the Bernoulli (http://isi.cbs.nl/bernoulli/) by the International Statisti

Scientific paper

10.3150/09-BEJ182

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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