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About the absolute continuity and orthogonality for two probability measures

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  • Darwich, A. R.

Abstract

We give necessary and sufficient conditions for two probability measures to be absolute continuous or orthogonal. In many cases, these conditions can be easily checked and, in certain circumstances, it may be presented in terms of [chi]2-distances. This work extends results obtained in Dion and Ferland (J. Statist. Planning Inference 43 (1995) 235), Kabanov et al. (Math. USSR-Sb 33 (2) (1977) 203), and Skouras (J. Statist. Planning Inference 75 (1998) 1)

Suggested Citation

  • Darwich, A. R., 2001. "About the absolute continuity and orthogonality for two probability measures," Statistics & Probability Letters, Elsevier, vol. 52(1), pages 1-8, March.
    • Handle: RePEc:eee:stapro:v:52:y:2001:i:1:p:1-8
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    Cited by:

    1. S. S. Gabriyelyan, 2011. "Absolute Continuity and Singularity of Two Probability Measures on a Filtered Space," Journal of Theoretical Probability, Springer, vol. 24(3), pages 595-614, September.
    2. Jan Werner, 2018. "Speculative Bubbles, Heterogeneopus Beliefs, and Learning," 2018 Meeting Papers 1216, Society for Economic Dynamics.

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