Query:
faculty: "FEB" and publication year: "1981"
| Author | P.P. Wakker | | Title | Clarification of some mathematical misunderstandings about Savage's foundation of statistics, 1954 |
| Journal | Annals of statistics |
| Volume | 9 |
| Year | 1981 |
| Pages | 658-662 |
| ISSN | 00905364 |
| Faculty | Faculty of Economics and Business |
| Institute/dept. | FEB: Research Institute in Economics and Econometrics Amsterdam (RESAM) |
| Keywords | Decision-making uner risk and uncertainty; Mathematical methods |
| Abstract | It is proved that fine and tight comparative probability structures (where the set of events is assumed to be an algebra, not necessarily a sigma-algebra) have agreeing probability measures. Although this was often claimed in the literature, all proofs the author encountered are not valid for the general case, but only for sigma-algebras. Here the proof of Niiniluoto (1972, Annals of Mathematical Statistics) is supplemented. Furthermore an example is presented that reveals many misunderstandings in the literature. At the end a necessary and sufficient condition is given for comparative probability structures to have an almost agreeing probability measure. |
| Document type | Article |
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