Independence on Relative Probability Spaces and Consistent Assessments in Game Trees
Independence on Relative Probability Spaces and Consistent Assessments in Game Trees
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博弈树中相对概率空间的独立性和一致评估
DOI：
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发表时间：
1997
期刊：
影响因子：
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通讯作者：
P. Reny
中科院分区：
文献类型：
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作者：
E. Kohlberg;P. Reny
相对概率比较任何一对事件的可能性，即使是那些概率为零的事件。给出了有限相对概率空间上随机变量的弱独立性和强独立性的定义。前者是直接定义的，而后者是由普通的probabilites的近似定义。我们的主要结果是强独立性的弱独立性和交换性的表征。这一结果适用于博弈论，以获得一个自然的解释一致的评估，一个重要的，但有争议的成分在定义的顺序均衡。经济文献分类号：C60、C72。
Abstract 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 probabilites. 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. Journal of Economic Literature Classification Numbers: C60, C72.