منابع مشابه
Exchangeable lower previsions
This paper deals with belief models for both finite and countable sequences of exchangeable random variables taking a finite number of values. When such sequences of random variables are assumed to be exchangeable, this more-or-less means that the specific order in which they are observed is deemed irrelevant. The first detailed study of exchangeability was made by de Finetti [5] (with the term...
متن کاملn-Monotone lower previsions
We study n-monotone lower previsions, which constitute a generalisation of n-monotone lower probabilities. We investigate their relation with the concepts of coherence and natural extension in the behavioural theory of imprecise probabilities, and improve along the way upon a number of results from the literature.
متن کاملConglomerable Coherent Lower Previsions
Walley’s theory of coherent lower previsions builds upon the former theory by Williams with the explicit aim to make it deal with conglomerability. We show that such a construction has been only partly successful because Walley’s founding axiom of joint coherence does not entirely capture the implications of conglomerability. As a way to fully achieve Walley’s original aim, we propose then the ...
متن کاملn-Monotone Lower Previsions and Lower Integrals
We study n-monotone lower previsions, which constitute a generalisation of n-monotone lower probabilities. We investigate their relation with the concepts of coherence and natural extension in the behavioural theory of imprecise probabilities, and improve along the way upon a number of results from the literature. Finally, we indicate how many approaches to integration in the literature fall sq...
متن کاملCoherent Upper and Lower Previsions
This is an introduction to the concepts of lower and upper prevision and the mathematical theory of coherence. Upper and lower previsions are generalisations of upper and lower probabilities. They can model a very wide variety of kinds of uncertainty, partial information and ignorance. The theory of coherent lower previsions is based on a simple behavioural interpretation of lower previsions. T...
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ژورنال
عنوان ژورنال: Bernoulli
سال: 2009
ISSN: 1350-7265
DOI: 10.3150/09-bej182