The Coherent Probability Polytope and the Probability Bounding Problem
نویسنده
چکیده
Given a probability assignement to n events A1,...,An in a finite probability space we show that the set of all coherent probabilities on the algebra A generated by A1,...,An is a polytope, that we call the coherent probability polytope and we describe explicitely. This polytope structure implies in particular the "fundamental theorem of probability" of De Finetti [4], which states that for every event in A there exists an interval of probability assignements that are coherent with those of A1,...,An.
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تاریخ انتشار 2006