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Updating Subjective Probability.

Authors :
Diaconis, Pepsi
Zabell, Sandy L.
Source :
Journal of the American Statistical Association. Dec82, Vol. 77 Issue 380, p822. 9p.
Publication Year :
1982

Abstract

Jeffrey's rule for revising a probability P to a new probability P* based on new probabilities P* (E[sub I]) on a partition {E[sub I]}[sub I = 1[sup n]] is P[sup *](A) = SIGMA P(A | E[sub I])P[sup *](E[sub I]). Jeffrey's rule is applicable if it is judged that P[sup *](A | E[sub I]) = P(A | E[sub I]) for all A and I. This article discusses some of the mathematical properties of this rule, connecting it with sufficient partitions, and maximum entropy updating of contingency tables. The main results concern simultaneous revision on two partitions. [ABSTRACT FROM AUTHOR]

Details

Language :
English
ISSN :
01621459
Volume :
77
Issue :
380
Database :
Academic Search Index
Journal :
Journal of the American Statistical Association
Publication Type :
Academic Journal
Accession number :
4605700
Full Text :
https://doi.org/10.1080/01621459.1982.10477893