Statistic and Probability Letters
(Science direct)
•21 Jul 2021
Statistical causality and measurable separability of σ-algebras
Valjarević, Dragana • Merkle, Ana
Abstract
In this paper we consider a concept of statistical causality, based on Granger’s definition
of causality and analyze the relationships between given causality and the concept
of measurable separability of σ-algebras. The measurable separability of σ-algebras is
defined in Florens et al. (1990). We give a generalization of that definition for flows
of information represented by filtrations and consider some properties of measurable
separability that are directly connected to the concept of statistical causality. Also, we
apply some of these results on Bayesian experiment.
Abstract
In this paper we consider a concept of statistical causality, based on Granger’s definition of causality and analyze the relationships between given causality and the concept of measurable separability of σ-algebras. The measurable separability of σ-algebras is defined in Florens et al. (1990). We give a generalization of that definition for flows of information represented by filtrations and consider some properties of measurable separability that are directly connected to the concept of statistical causality. Also, we apply some of these results on Bayesian experiment.