In this paper we consider general conditional random quantities of the kind X|Y , where X and Y are finite discrete random quantities. Then, we introduce the notion of coherence for conditional prevision assessments on finite families of general conditional random quantities. Moreover, we give a compound prevision theorem and we examine the relation between the previsions of X|Y and Y|X. Then, we give some results on random gains and, by a suitable alternative theorem, we obtain a characterization of coherence. We also propose an algorithm for the checking of coherence. Finally, we briefly examine the case of imprecise conditional prevision assessments by introducing the notions of generalized and total coherence. To illustrate our results, we consider some examples.

On general conditional prevision assessments / V., Biazzo; Gilio, Angelo; G., Sanfilippo. - STAMPA. - (2009), pp. 23-34. (Intervento presentato al convegno 8th Workshop on Uncertainty Processing tenutosi a Liblice, Czech Republic nel September 19-23, 2009).

On general conditional prevision assessments

GILIO, ANGELO;
2009

Abstract

In this paper we consider general conditional random quantities of the kind X|Y , where X and Y are finite discrete random quantities. Then, we introduce the notion of coherence for conditional prevision assessments on finite families of general conditional random quantities. Moreover, we give a compound prevision theorem and we examine the relation between the previsions of X|Y and Y|X. Then, we give some results on random gains and, by a suitable alternative theorem, we obtain a characterization of coherence. We also propose an algorithm for the checking of coherence. Finally, we briefly examine the case of imprecise conditional prevision assessments by introducing the notions of generalized and total coherence. To illustrate our results, we consider some examples.
2009
8th Workshop on Uncertainty Processing
Conditional random quantities; coherence; conditional prevision assessments; random gain; alternative theorems; algorithms; imprecise assessments; generalized and total coherence.
04 Pubblicazione in atti di convegno::04b Atto di convegno in volume
On general conditional prevision assessments / V., Biazzo; Gilio, Angelo; G., Sanfilippo. - STAMPA. - (2009), pp. 23-34. (Intervento presentato al convegno 8th Workshop on Uncertainty Processing tenutosi a Liblice, Czech Republic nel September 19-23, 2009).
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11573/465022
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