Interval-Valued Probability Measures
نویسندگان
چکیده
The purpose of this paper is propose a simple de nition of an interval-valued probability measure and to examine some of the implications of this de nition. This de nition provides a method for characterizing certain types of imprecise probabilities. We develop some properties of this de nition and propose a de nition of integration with respect to it. We show that this de nition is a generalization of a probability measure and encompasses probability measures, possibility measures and more generally clouds as de ned by Neumaier in [5]. In the setting of interval-valued probability measures as de ned below we are able to characterize the probability information contained in a cloud. We prove that continuously increasing clouds over the real line generate such measures.
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