
Accession Number : AD0751966
Title : On Conditional Distributions for Stochastic Processes,
Corporate Author : CALIFORNIA UNIV BERKELEY DEPT OF STATISTICS
Personal Author(s) : Dubins,Lester E.
Report Date : NOV 1972
Pagination or Media Count : 16
Abstract : The author asks THE FOLLOWING QUESTION: What meaning can and should be given to conditional probability or conditional distribution, given an event of probability zero. This important question is challenging and vexing, but no fully satisfactory answer is known. One difficulty with the conventional countably additive approach is that there exists no everywhere proper regular conditional distribution given the tail sigmafield, nor given the field of events in the past of a wide sense stopping time. It is suggested that this difficulty can sometimes, and perhaps always, be overcome, if finitely additive probability measures are accepted. (Author)
Descriptors : (*STOCHASTIC PROCESSES, THEOREMS), MATHEMATICAL PREDICTION, MEASURE THEORY, RANDOM VARIABLES, STATISTICAL DISTRIBUTIONS
Subject Categories : Statistics and Probability
Distribution Statement : APPROVED FOR PUBLIC RELEASE