منابع مشابه
Bayes' Theorem for Choquet Capacities
We give an upper bound for the posterior probability of a measurable set A when the prior lies in a class of probability measures 9. The bound is a rational function of two Choquet integrals. If g; is weakly compact and is closed with respect to majorization, then the bound is sharp if and only if the upper prior probability is 2-alternating. The result is used to compute-bounds for several set...
متن کاملSymmetric, Coherent, Choquet Capacities
Choquet capacities are a generalization of probability measures that arise in robustness, decision theory and game theory. Many capacities that arise in robustness are symmetric or can be transformed into symmetric capacities. We characterize the extreme points of the set of upper distribution functions corresponding to coherent, symmetric Choquet capacities on [0,1]. We also show that the set ...
متن کاملEntropy of discrete Choquet capacities
We introduce a measure of entropy for any discrete Choquet capacity and we interpret it in the setting of aggregation by the Choquet integral.
متن کاملVaradhan’s theorem for capacities
Varadhan’s integration theorem, one of the corner stones of large-deviation theory, is generalized to the context of capacities. The theorem appears valid for any integral that obeys four linearity properties. We introduce a collection of integrals that have these properties. Of one of them, known as the Choquet integral, some continuity properties are established as well.
متن کاملk-intolerant capacities and Choquet integrals
We define an aggregation function to be (at most) k-intolerant if it is bounded from above by its kth lowest input value. Applying this definition to the discrete Choquet integral and its underlying capacity, we introduce the concept of k-intolerant capacities which, when varying k from 1 to n, cover all the possible capacities on n objects. Just as the concepts of k-additive capacities and p-s...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: The Annals of Statistics
سال: 1990
ISSN: 0090-5364
DOI: 10.1214/aos/1176347752