posted on 1997-01-01, 00:00authored byTeddy Seidenfeld, Mark J. Schervish, Joseph B. Kadane
Improper regular conditional distributions (rcd's) given a σ-field .A
have the following anomalous property. For sets A ∈, Pr(A I A) is not
always equal to the indicator of A. Such a property makes the conditional
probability puzzling as a representation of uncertainty. When rcd's exist
and the σ-field A is countably generated, then almost surely the rcd is
proper. We give sufficient conditions for an rcd to be improper in a maximal
sense, and show that these conditions apply to the tail σ-field and the σ-field
of symmetric events