Conditioning using conditional expectations: the Borel-Kolmogorov Paradox.

The Borel-Kolmogorov Paradox is typically taken to highlight a tension between our intuition that certain conditional probabilities with respect to probability zero conditioning events are well defined and the mathematical definition of conditional probability by Bayes' formula, which loses its mean...

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Publicado en:Synthese Vol. 194; no. 7; pp. 2595 - 2631
Autores principales: Gyenis, Z., Hofer-Szabó, G., Rédei, M.
Formato: Artículo
Publicado: Springer Nature Jul2017
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Acceso en línea:Ver este registro en EBSCOhost
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        atl: Conditioning using conditional expectations: the Borel-Kolmogorov Paradox.
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        au:
          Gyenis, Z.
          Hofer-Szabó, G.
          Rédei, M.
        affil: Research Center for the Humanities , Budapest Hungary
      su:
        Conditional probability
        Conditional expectations
        Intuition
        Paradox
        Interpretation (Philosophy)
      sug:
        subj:
          Conditional probability
          Conditional expectations
          Intuition
          Paradox
          Interpretation (Philosophy)
      keyword:
        Borel-Kolmogorov Paradox
        Conditionalization
        Interpretation of probability
      ab: The Borel-Kolmogorov Paradox is typically taken to highlight a tension between our intuition that certain conditional probabilities with respect to probability zero conditioning events are well defined and the mathematical definition of conditional probability by Bayes' formula, which loses its meaning when the conditioning event has probability zero. We argue in this paper that the theory of conditional expectations is the proper mathematical device to conditionalize and that this theory allows conditionalization with respect to probability zero events. The conditional probabilities on probability zero events in the Borel-Kolmogorov Paradox also can be calculated using conditional expectations. The alleged clash arising from the fact that one obtains different values for the conditional probabilities on probability zero events depending on what conditional expectation one uses to calculate them is resolved by showing that the different conditional probabilities obtained using different conditional expectations cannot be interpreted as calculating in different parametrizations of the conditional probabilities of the same event with respect to the same conditioning conditions. We conclude that there is no clash between the correct intuition about what the conditional probabilities with respect to probability zero events are and the technically proper concept of conditionalization via conditional expectations-the Borel-Kolmogorov Paradox is just a pseudo-paradox.
      pubtype: Academic Journal
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    language: English
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