Exchangeable lower previsions

Gert De Cooman, Erik Quaeghebeur, Enrique Miranda

Research output: Contribution to journalArticleAcademicpeer-review

17 Citations (Scopus)

Abstract

We extend de Finetti's [Ann. Inst. H. Poincaré 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.

Original languageEnglish
Pages (from-to)721-735
Number of pages15
JournalBernoulli
Volume15
Issue number3
DOIs
Publication statusPublished - Aug 2009
Externally publishedYes

Keywords

  • Bernstein polynomials
  • Coherence
  • Convergence in distribution
  • Exchangeability
  • Imprecise probability
  • Lower prevision
  • Multinomial sampling
  • Representation theorem
  • Sampling without replacement

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