Results 1 to 10 of about 207,129 (274)

Probability weighting explains Independence Axiom violations of Expected Utility Theory in monkeys [PDF]

SSRN Electronic Journal, 2021
AbstractExpected Utility Theory (EUT) provides axioms for maximizing utility in risky choice. The Independence Axiom (IA) is its most demanding axiom: preferences between two options should not change when altering both options equally by mixing them with a common gamble. We tested common consequence (CC) and common ratio (CR) violations of the IA over
Wolfram Schultz
semanticscholar   +7 more sources

Mark Kac, Statistical Independence in Probability, Analysis and Number Theory (Math. Association of America, and John Wiley & Sons1959), xiv + 93 pp., $3. [PDF]

Proceedings of the Edinburgh Mathematical Society, 1960
David G. Kendall
semanticscholar   +4 more sources

Bayesian Decision Theory and Stochastic Independence [PDF]

Electronic Proceedings in Theoretical Computer Science, 2017
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.
Philippe Mongin
doaj   +3 more sources

Homotopy Theory of Probability Spaces I: Classical independence and homotopy Lie algebras

, 2015
117 ...
Jae-Suk Park
  +6 more sources

Book Review: Slatistical independence in probability, analysis and number theory [PDF]

Bulletin of the American Mathematical Society, 1960
W. J. LeVeque
openalex   +5 more sources

Impact of correlation crises in risk theory: Asymptotics of finite-time ruin probabilities for heavy-tailed claim amounts when some independence and stationarity assumptions are relaxed

Insurance: Mathematics and Economics, 2008
In the renewal risk model, several strong hypotheses may be found too restrictive to model accurately the complex evolution of the reserves of an insurance company. In the case where claim sizes are heavy-tailed, we relax independence and stationarity assumptions and extend some asymptotic results on finite-time ruin probabilities, to take into account
Romain Biard, Claude Lefèvre, Stéphane Loisel   +2 more
openalex   +4 more sources

Probability Theory: Independence, Interchangeability, Martingales [PDF]

Journal of the American Statistical Association, 1998
Robert Lund, Y. S. Chow, Henry Teicher
openalex   +2 more sources

Realization of an Arbitrary Structure of Perfect Distinguishability of States in General Probability Theory [PDF]

Reviews in Mathematical Physics, 2023
Let $s_1,s_2,\ldots s_n$ be states of a general probability theory, and $\mathcal A$ be the set of all subsets of indices $H \subset [n]\equiv\{1,2,\ldots n\}$ such that the states $(s_j)_{j\in H}$ are jointly perfectly distinguishable.
M. Weiner
semanticscholar   +1 more source

Asymptotic formulas for the left truncated moments of sums with consistently varying distributed increments

Nonlinear Analysis, 2021
In this paper, we consider the sum Snξ = ξ1 + ... + ξn of possibly dependent and nonidentically distributed real-valued random variables ξ1, ... , ξn with consistently varying distributions. By assuming that collection {ξ1, ...
Jonas Sprindys, Jonas Šiaulys
doaj   +1 more source

Conditional independence on semiring relations [PDF]

International Conference on Database Theory, 2023
Conditional independence plays a foundational role in database theory, probability theory, information theory, and graphical models. In databases, conditional independence appears in database normalization and is known as the (embedded) multivalued ...
Miika Hannula
semanticscholar   +1 more source