Conditional probability;
Probability updating;
Bayesian inference;
D O I:
10.1007/s13398-023-01462-2
中图分类号:
O1 [数学];
学科分类号:
0701 ;
070101 ;
摘要:
The conditional probability formula is supposed to reflect the correct updating of probability assignments when new information is incorporated. Starting from a non-atomic probability measure, it is proved that the conditional probability formula provides the only transformed probability measure satisfying a "minimum requirement" relational assumption. This result applies to the standard Bayesian parametric model.