New journal paper: Exchangeable lower previsions

by gertekoo

Exchangeable lower previsions (pdf)
by Gert de Cooman, Erik Quaeghebeur and Enrique Miranda

Abstract: 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 where?
Bernoulli 15(3), 2009, 721–735, DOI:10.3150/09-BEJ182