On the uniqueness of convexranged probabilities
 Title:

On the uniqueness of convexranged probabilities
 Author(s):

Amarante, Massimiliano
 Date:

2003
 Type:

Working papers
 Department:

Economics
 Persistent URL:

http://hdl.handle.net/10022/AC:P:504
 Series:

Department of Economics Discussion Papers
 Part Number:

020324
 Publisher:

Department of Economics, Columbia University
 Publisher Location:

New York
 Abstract:

We provide an alternative proof of a theorem of Marinacci [2] regarding the equality of two convexranged measures. Specifically, we show that, if P and Q are two nonatomic, countably additive probabilities on a measurable space (S, Σ), the condition [∃A∗ ∈ Σ with 0 < P(A∗) < 1 such that P(A∗) = P(B)=⇒ Q(A∗) = Q(B) whenever B∈Σ] is equivalent to the condition [∀A,B ∈ Σ P(A) > P(B)=⇒ Q(A) ≥ Q(B)]. Moreover, either one is equivalent to P = Q.
 Subject(s):

Economic theory
 Item views
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 Metadata:

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 Suggested Citation:

Massimiliano Amarante,
2003,
On the uniqueness of convexranged probabilities, Columbia University Academic Commons,
http://hdl.handle.net/10022/AC:P:504.