TARK 2017 (2017)

Philippe Mongin
Last affiliation: Centre National de la Recherche Scientifique
Stochastic independence has a complex status in probability theory. It is not part of the definition of a probability measure, but it is nonetheless an essential property for the mathematical development of this theory. Bayesian decision theorists such as Savage can be criticized for being silent about stochastic independence. From their current preference axioms, they can derive no more than the definitional properties of a probability measure. In a new framework of twofold uncertainty, we introduce preference axioms that entail not only these definitional properties, but also the stochastic independence of the two sources of uncertainty. This goes some way towards filling a curious lacuna in Bayesian decision theory.
Keywords Probability theory  Stochastic independence  Bayesian decision theory  Twofold uncertainty  Savage
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References found in this work BETA

Decision Theory with a Human Face.Richard Bradley - 2017 - Cambridge University Press.
A Nonpragmatic Vindication of Probabilism.James M. Joyce - 1998 - Philosophy of Science 65 (4):575-603.

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Philippe Mongin (1950-2020).Jean Baccelli & Marcus Pivato - 2021 - Theory and Decision 90 (1):1-9.

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