Conditional distributions as derivatives

DOI10.1214/aop/1176994897zbMath0427.60003OpenAlexW2024689619MaRDI QIDQ1136413

Johann Pfanzagl

Publication date: 1979

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176994897

zbMATH Keywords

conditional distributionsdifferentiation of measures

Mathematics Subject Classification ID

Probabilistic measure theory (60A10) Abstract differentiation theory, differentiation of set functions (28A15)

Related Items

A DUTCH BOOK THEOREM AND CONVERSE DUTCH BOOK THEOREM FOR KOLMOGOROV CONDITIONALIZATION, Stability of entropic optimal transport and Schrödinger bridges, Markov jump random c.d.f.'s and their posterior distributions, Nonparametric estimation of convex models via mixtures, On computability and disintegration, Lipschitz continuity of probability kernels in the optimal transport framework, Bayesian estimation in the symmetric location problem, Some epistemological ramifications of the Borel-Kolmogorov paradox, On uniform continuity of posterior distributions, Bayesian Probabilistic Numerical Methods, Risk-sensitivity conditions for stochastic uncertain model validation, Recursive pathways to marginal likelihood estimation with prior-sensitivity analysis