Gyenis, Zalán and Rédei, Miklós and HoferSzabó, Gábor
(2015)
Conditioning using conditional expectations: The BorelKolmogorov Paradox.
[Preprint]
Abstract
The BorelKolmogorov Paradox is typically taken to highlight a tension between our intuition that certain conditional probabilities with respect to probability zero conditioning events are well defined and the mathematical definition of conditional probability by Bayes' formula, which looses its meaning when the conditioning event has probability zero. We argue in this paper that the theory of conditional expectations is the proper mathematical device to conditionalize, and this theory allows conditionalization with respect to probability zero events. The conditional probabilities on probability zero events in the BorelKolmogorov Paradox also can be calculated using conditional expectations. The alleged clash arising from the fact that one obtains different values for the conditional probabilities on probability zero events depending on what conditional expectation one uses to calculate them is resolved by showing that the different conditional probabilities obtained using different conditional expectations cannot be interpreted as calculating in different parametrizations of the conditional probabilities of the same event with respect to the same conditioning conditions. We conclude that there is no clash between the correct intuition about what the conditional probabilities with respect to probability zero events are and the technically proper concept of conditionalization via conditional expectations  the BorelKolmogorov Paradox is just a pseudoparadox.
Monthly Views for the past 3 years
Monthly Downloads for the past 3 years
Plum Analytics
Actions (login required)

View Item 