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arxiv: 1602.07751 · v1 · pith:R65ZV3ITnew · submitted 2016-02-24 · 🧮 math.PR

Envelopes of conditional probabilities extending a strategy and a prior probability

classification 🧮 math.PR
keywords probabilityconditionalenvelopesfullextensionspriorstrategystudied
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Any strategy and prior probability together are a coherent conditional probability that can be extended, generally not in a unique way, to a full conditional probability. The corresponding class of extensions is studied and a closed form expression for its envelopes is provided. Then a topological characterization of the subclasses of extensions satisfying the further properties of full disintegrability and full strong conglomerability is given and their envelopes are studied.

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