I accept the principles of the theory of concordance into the domain of subjective probability in order to construct an original, geometric and well-organized theory of multiple random quantities. This acceptance is well-founded because the definition of concordance is implicit as well as the one of prevision of a random quantity and in particular of probability of an event. I limit myself to considering no more than two random quantities in this paper. A coherent prevision of a bivariate random quantity coincides with the notion of a-product. Metric properties of the notion of a-product mathematically characterize the notion of coherent prevision of a bivariate random quantity.
A new meaning and role of the notion of coherent prevision of multiple random quantities / Angelini, Pierpaolo. - In: TRANSACTIONS ON MACHINE LEARNING AND ARTIFICIAL INTELLIGENCE. - ISSN 2054-7390. - (2018).
A new meaning and role of the notion of coherent prevision of multiple random quantities
PIERPAOLO ANGELINI
2018
Abstract
I accept the principles of the theory of concordance into the domain of subjective probability in order to construct an original, geometric and well-organized theory of multiple random quantities. This acceptance is well-founded because the definition of concordance is implicit as well as the one of prevision of a random quantity and in particular of probability of an event. I limit myself to considering no more than two random quantities in this paper. A coherent prevision of a bivariate random quantity coincides with the notion of a-product. Metric properties of the notion of a-product mathematically characterize the notion of coherent prevision of a bivariate random quantity.File | Dimensione | Formato | |
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