In this paper a review of some general results on coherence of conditional probability assessments is given. Then, a necessary and sufficient condition on coherence of two finite families of discrete conditianal probability distributions, represented by two stochastic matrices P and Q, is obtained. Moreover, the possible extensions of the assessment (P,Q) to the marginal distributions are examined and explicit formulas for them are given in some special case. Finally, a general algorithm to check coherence of (P,Q) and to derive its extensions is proposed.
Coherence and extensions of stochastic matrices / Gilio, Angelo; Spezzaferri, Fulvio. - In: LE MATEMATICHE. - ISSN 0373-3505. - STAMPA. - (1995), pp. 119-135.
Coherence and extensions of stochastic matrices
GILIO, ANGELO;SPEZZAFERRI, Fulvio
1995
Abstract
In this paper a review of some general results on coherence of conditional probability assessments is given. Then, a necessary and sufficient condition on coherence of two finite families of discrete conditianal probability distributions, represented by two stochastic matrices P and Q, is obtained. Moreover, the possible extensions of the assessment (P,Q) to the marginal distributions are examined and explicit formulas for them are given in some special case. Finally, a general algorithm to check coherence of (P,Q) and to derive its extensions is proposed.I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.