We extend de Finetti’s [Ann. Inst. H. Poincaré 7 (1937) 1–68] notion of exchangeability to finite and countable sequences of variables, when a subject’s beliefs about them are modelled using coherent lower previsions rather than (linear) previsions. We derive representation theorems in both the finite and countable cases, in terms of sampling without and with replacement, respectively.
Published online : 2009-08-15
Classification:
Bernstein polynomials,
coherence,
convergence in distribution,
exchangeability,
imprecise probability,
lower prevision,
multinomial sampling,
representation theorem,
sampling without replacement
@article{1251463278,
author = {de Cooman, Gert and Quaeghebeur, Erik and Miranda, Enrique},
title = {Exchangeable lower previsions},
journal = {Bernoulli},
volume = {15},
number = {1},
year = {2009},
pages = { 721-735},
language = {en},
url = {http://dml.mathdoc.fr/item/1251463278}
}
de Cooman, Gert; Quaeghebeur, Erik; Miranda, Enrique. Exchangeable lower previsions. Bernoulli, Volume 15 (2009) no. 1, pp. 721-735. http://gdmltest.u-ga.fr/item/1251463278/