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Paradoxes in conditional probability

Author

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  • Rao, M. M.

Abstract

It is shown that paradoxes arise in conditional probability calculations, due to incomplete specification of the problem at hand. This is illustrated with the Borel and the Kac-Slepian type paradoxes. These are significant in applications including Bayesian inference. Also Rényi's axiomatic setup does not resolve them. An open problem on calculation of conditional probabilities in the continuous case is noted.

Suggested Citation

  • Rao, M. M., 1988. "Paradoxes in conditional probability," Journal of Multivariate Analysis, Elsevier, vol. 27(2), pages 434-446, November.
    • Handle: RePEc:eee:jmvana:v:27:y:1988:i:2:p:434-446
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    Cited by:

    1. Tarpey, Thaddeus, 2000. "Parallel Principal Axes," Journal of Multivariate Analysis, Elsevier, vol. 75(2), pages 295-313, November.
    2. Wetzels, Ruud & Grasman, Raoul P.P.P. & Wagenmakers, Eric-Jan, 2010. "An encompassing prior generalization of the Savage-Dickey density ratio," Computational Statistics & Data Analysis, Elsevier, vol. 54(9), pages 2094-2102, September.

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