Dutch book in simple multivariate normal prediction: Another look
| dc.creator | Eaton, Morris L. | |
| dc.date | 2008-05-19 | |
| dc.date.accessioned | 2026-07-07T12:19:02Z | |
| dc.date.available | 2026-07-07T12:19:02Z | |
| dc.description | In this expository paper we describe a relatively elementary method of establishing the existence of a Dutch book in a simple multivariate normal prediction setting. The method involves deriving a nonstandard predictive distribution that is motivated by invariance. This predictive distribution satisfies an interesting identity which in turn yields an elementary demonstration of the existence of a Dutch book for a variety of possible predictive distributions. | |
| dc.description | Published in at http://dx.doi.org/10.1214/193940307000000356 the IMS Collections (http://www.imstat.org/publications/imscollections.htm) by the Institute of Mathematical Statistics (http://www.imstat.org) | |
| dc.identifier | https://arxiv.org/abs/0805.2808 | |
| dc.identifier | http://arxiv.org/abs/0805.2808 | |
| dc.identifier | IMS Collections 2008, Vol. 2, 12-23 | |
| dc.identifier | doi:10.1214/193940307000000356 | |
| dc.identifier.uri | http://salesiana.dossiersoluciones.com/handle/123456789/212613 | |
| dc.subject | Probability | |
| dc.subject | 62H99 (Primary) 62A01 (Secondary) | |
| dc.title | Dutch book in simple multivariate normal prediction: Another look | |
| dc.type | text |