%0 Journal Article
%T Dutch book in simple multivariate normal prediction: Another look
%A Morris L. Eaton
%J Mathematics
%D 2008
%I arXiv
%R 10.1214/193940307000000356
%X In this expository paper we describe a relatively elementary method of establishing the existence of a Dutch book in a simple multivariate normal prediction setting. The method involves deriving a nonstandard predictive distribution that is motivated by invariance. This predictive distribution satisfies an interesting identity which in turn yields an elementary demonstration of the existence of a Dutch book for a variety of possible predictive distributions.
%U http://arxiv.org/abs/0805.2808v1