Kryazhimskiy, A.
(2016).
*A Posteriori Integration of Probabilities. Elementary Theory.*
Theory of Probability & Its Applications 60 (1) 62-87. 10.1137/S0040585X97T987466.

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## Abstract

An approach to a posteriori integration of probability distributions serving as independent a priori models of observed elementary events from a given finite set of elementary events is proposed. A posteriori integration is understood as an improvement of data given by a priori probabilities. The approach is based on the concept of an a posteriori event in the product of probability spaces associated with a priori probabilities. The conditional probability on the product space that is specified by an a posteriori event determines in a natural way the probability on the set of initial elementary events; the latter is recognized as the result of a posteriori integration of a priori models. Conditions under which the integration improves the informativeness of a priori probabilities are established, algebraic properties of integration as a binary operation on the set of probabilities are studied, and the problem of integral convergence of infinite probability sequences is considered.

Item Type: | Article |
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Uncontrolled Keywords: | consistent observational methods, max-measure of concentration, max-compatibility, marginal compatibility, max-concentrator, integration convergence, integration concentration |

Research Programs: | Advanced Systems Analysis (ASA) |

Depositing User: | Michaela Rossini |

Date Deposited: | 29 Mar 2016 13:21 |

Last Modified: | 27 Aug 2021 17:40 |

URI: | https://pure.iiasa.ac.at/12337 |

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