Independence on relative probability spaces and consistent assessments in game trees
成果类型：
Article
署名作者：
Kohlberg, E; Reny, PJ
署名单位：
Pennsylvania Commonwealth System of Higher Education (PCSHE); University of Pittsburgh
刊物名称：
JOURNAL OF ECONOMIC THEORY
ISSN/ISSBN：
0022-0531
DOI：
10.1006/jeth.1997.2295
发表日期：
1997
页码：
280-313
关键词：
摘要：
Relative probabilities compare the likelihoods of any pair of events, even those with probability zero. Definitions of weak and strong independence of random variables on finite relative probability spaces are introduced. The former is defined directly, while the latter is defined in terms of approximations by ordinary probabilities. Our main result is a characterization of strong independence in terms of weak independence and exchangeability. This result is applied to game theory to obtain a natural interpretation of consistent assessment an essential yet controversial ingredient in the definition of sequential equilibrium. (C) 1997 Academic Press.
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