On De Finetti coherence and Kolmogorov probability

This article addresses the problem of existence of a countably additive probability measure in the sense of Kolmogorov that is consistent with a probability assignment to a family of sets which is coherent in the sense of De Finetti.

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Bibliographic Details
Published inStatistics & probability letters Vol. 66; no. 4; pp. 417 - 421
Main Authors Borkar, V.S., Konda, V.R., Mitter, S.K.
Format Journal Article
LanguageEnglish
Published Amsterdam Elsevier B.V 01.03.2004
Elsevier
SeriesStatistics & Probability Letters
Subjects
Coherence condition
Countably additive probability
Exact sciences and technology
General topics
Global analysis, analysis on manifolds
Mathematical foundations
Mathematics
Probability and statistics
Probability assignment
Probability assignment Coherence condition Subjective probability Countably additive probability
Probability theory and stochastic processes
Sciences and techniques of general use
Subjective probability
Topology. Manifolds and cell complexes. Global analysis and analysis on manifolds
Coherence condition
60XX
Countably additive probability
37AXX
Probability assignment
60AXX
Subjective probability
Statistical method
Probability theory
Kolmogorov law
Probability measure
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Summary:This article addresses the problem of existence of a countably additive probability measure in the sense of Kolmogorov that is consistent with a probability assignment to a family of sets which is coherent in the sense of De Finetti.
ISSN:0167-7152
1879-2103
DOI:10.1016/j.spl.2003.11.011