Coherent statistical inference and Bayes theorem (Q1175410)

From MaRDI portal





scientific article; zbMATH DE number 11559
Language Label Description Also known as
English
Coherent statistical inference and Bayes theorem
scientific article; zbMATH DE number 11559

    Statements

    Coherent statistical inference and Bayes theorem (English)
    0 references
    0 references
    0 references
    0 references
    25 June 1992
    0 references
    A suitable extension of the classical Bayes theorem relative to a finite number of alternatives is called by the authors a Bayesian algorithm. The main purpose of the present paper is to give sufficient conditions for the assessment of a coherent inference (in conformity with de Finetti's theory) by means of a Bayesian algorithm. Under some further hypotheses such inference is shown to be coherent also in the sense of \textit{D. Heath} and \textit{W. Sudderth} [ibid. 6, 333-345 (1978; Zbl 0385.62005)] and \textit{D. A. Lane} and \textit{W. Sudderth} [ibid. 11, 114-120 (1983; Zbl 0555.62008)]. Moreover, a characterization of coherent posteriors is given, together with some remarks concerning finitely additive conditional probabilities.
    0 references
    coherent conditional probability
    0 references
    conglomerability
    0 references
    disintegrability
    0 references
    Bayes theorem
    0 references
    finite number of alternatives
    0 references
    Bayesian algorithm
    0 references
    de Finetti's theory
    0 references
    characterization of coherent posteriors
    0 references
    finitely additive conditional probabilities
    0 references

    Identifiers