Article ID Journal Published Year Pages File Type
9551843 Games and Economic Behavior 2005 16 Pages PDF
Abstract
A geometric approach, analogous to the approach used in the additive case, is proposed to determine the conditional expectation with non-additive probabilities. The conditional expectation is then applied for (i) updating the probability when new information becomes available; and (ii) defining the notion of independence of non-additive probabilities.
Keywords
Related Topics
Social Sciences and Humanities Economics, Econometrics and Finance Economics and Econometrics
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