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Zoekopdracht: faculteit: "FEB" en publicatiejaar: "1981"

AuteurP.P. Wakker
TitelClarification of some mathematical misunderstandings about Savage's foundation of statistics, 1954
TijdschriftAnnals of statistics
Jaargang9
Jaar1981
Pagina's658-662
ISSN00905364
FaculteitFaculteit Economie en Bedrijfskunde
Instituut/afd.FEB: Amsterdam School of Economics Research Institute (ASE-RI)
TrefwoordenDecision-making uner risk and uncertainty; Mathematical methods
SamenvattingIt 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.
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