Finitely Additive Conditional Probabilities, Conglomerability and Disintegrations
Dubins, Lester E.
Ann. Probab., Tome 3 (1975) no. 6, p. 89-99 / Harvested from Project Euclid
For any finitely additive probability measure to be disintegrable, that is, to be an average with respect to some marginal distribution of a system of finitely additive conditional probabilities, it suffices, and is plainly necessary, that the measure be conglomerative, that is, that there be a conditional expectation such that the expectation of no random variable can be negative if that random variable's conditional expectation given each of the marginal events is nonnegative. With respect to some margins, that is, partitions, there are finitely additive probability measures that are so far from being disintegrable that they cannot be approximated in the total variation norm by those that are. Those partitions which have this property are determined. Many partially defined conditional probabilities, and in particular, all disintegrations, or, equivalently, strategies, are restrictions of full conditional probabilities $Q = Q(A \mid B)$ defined for all pairs of events $A$ and $B$ with $B$ non-null.
Publié le : 1975-02-14
Classification:  Conditional probability,  conglomerability,  disintegration,  finite additivity,  gamble,  strategy,  60A05,  28A35,  28A50
@article{1176996451,
     author = {Dubins, Lester E.},
     title = {Finitely Additive Conditional Probabilities, Conglomerability and Disintegrations},
     journal = {Ann. Probab.},
     volume = {3},
     number = {6},
     year = {1975},
     pages = { 89-99},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176996451}
}
Dubins, Lester E. Finitely Additive Conditional Probabilities, Conglomerability and Disintegrations. Ann. Probab., Tome 3 (1975) no. 6, pp.  89-99. http://gdmltest.u-ga.fr/item/1176996451/