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0 votes
1 answer
89 views

Existence and uniqueness of a posterior distribution

I am wondering about the existence and uniqueness of a posterior distribution. While Bayes' theorem gives the form of the posterior, perhaps there are pathological cases (over some weird probability ...
CoilyUlver's user avatar
3 votes
1 answer
270 views

A quantity associated to a probability measure space

Let $(S,P)$ be a (finite) probability space. We associate to $(S,P)$ a quantity $n(S,P)$ as follows: The probability of two randomly chosen events $A,B\subset S$ being independent is denoted by $n(S,P)...
Ali Taghavi's user avatar
2 votes
0 answers
59 views

A canonical example of the non-existence of predictive probability distribution

Section 3 of Fortini et al. (2000) states that Given $(X^\infty, \mathcal X^\infty,P)$, a predictive probability distribution of $x_n$ given $(x_1, \dots, x_{n-1})$ with respect to $P$ need not ...
Mohamad's user avatar
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