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JOURNALS // Teoriya Veroyatnostei i ee Primeneniya // Archive

Teor. Veroyatnost. i Primenen., 1961 Volume 6, Issue 1, Pages 116–118 (Mi tvp4757)

This article is cited in 1 paper

Short Communications

Continuation of Conditional Probabilities

N. N. Vorob'ev, D. K. Faddeev

Leningrad

Abstract: A probability measure $\mu$ on a finite set $R$ is called interior if $\mu(a)>0$ for any $a\in R$. The set of all interior measures on $R$ is denoted by $W(R)$.
Theorem. There exists a mapping $\varphi$ of $W(R)$ into Euclidean space $E$ of suitable dimension with two properties:
1. All conditional probabilities
$$\mu(a|A)=\frac{\mu (a)}{\mu (A)},\quad a\in A\subset R,$$
are uniformly continuous functions $\varphi(\mu)$ on the whole set $\varphi W(R)$ in the sense of the metric on $E$.
2. The closure of $\varphi W(R)$ in $E$ is homeomorphic to the closed simplex of suitable dimension.

Received: 08.10.1959


 English version:
Theory of Probability and its Applications, 1961, 6:1, 105–107


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