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On general conditional random quantities

  • Autori: Biazzo, V; Gilio, A; Sanfilippo, G
  • Anno di pubblicazione: 2009
  • Tipologia: eedings
  • Parole Chiave: Conditional events, general conditional random quantities, general conditional prevision assessments, generalized compound prevision theorem, iterated conditioning, strong generalized compound prevision theorem
  • OA Link:


In the first part of this paper, recalling a general discussion on iterated conditioning given by de Finetti in the appendix of his book, vol. 2, we give a representation of a conditional random quantity $X|HK$ as $(X|H)|K$. In this way, we obtain the classical formula $\pr{(XH|K)} =\pr{(X|HK)P(H|K)}$, by simply using linearity of prevision. Then, we consider the notion of general conditional prevision $\pr(X|Y)$, where $X$ and $Y$ are two random quantities, introduced in 1990 in a paper by Lad and Dickey. After recalling the case where $Y$ is an event, we consider the case of discrete finite random quantities and we make some critical comments and examples. We give a notion of coherence for such more general conditional prevision assessments; then, we obtain a strong generalized compound prevision theorem. We study the coherence of a general conditional prevision assessment $\pr(X|Y)$ when $Y$ has no negative values and when $Y$ has no positive values. Finally, we give some results on coherence of $\pr(X|Y)$ when $Y$ assumes both positive and negative values. In order to illustrate critical aspects and remarks we examine several examples.