A uniqueness theorem for convex-ranged probabilities

A finitely additive probability measure P defined on a class of subsets of a space is convex-ranged if, for all P(A)>0 and all 0 < < 1, there exists a set, ∋ B⊆A, such that P(B)= P(A).<p>Our main result shows that, for any two probabilities P and Q, with P convex-ranged and Q countably additive, P=Q whenever there exists a set A∈ , with 0 < P(A) < 1, such that (P(A)=P(B)&xrarr;Q(A)=Q(B)) for all B ∈ .

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Year of publication:	2000-12-14
Authors:	Marinacci, Massimo
Published in:	Decisions in Economics and Finance. - Springer, ISSN 1593-8883. - Vol. 23.2000, 2, p. 121-132
Publisher:	Springer

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Extent:	application/pdf
Type of publication:	Article
Notes:	Received: 18 December 1999
Source:	RePEc - Research Papers in Economics

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