Uncertainty, Imprecise Probabilities and Interval Capacity Measures on a Product Space
Fuente:
arXiv
Gespeichert in:
| Hauptverfasser: | , |
|---|---|
| Format: | Preprint |
| Veröffentlicht: |
2024
|
| Schlagworte: | |
| Online-Zugang: | |
| Tags: |
Tag hinzufügen
Keine Tags, Fügen Sie den ersten Tag hinzu!
|
| _version_ | 1866917648558718976 |
|---|---|
| author | Basili, Marcello Pratelli, Luca |
| author_facet | Basili, Marcello Pratelli, Luca |
| contents | In Basili and Pratelli (2024), a novel and coherent concept of interval probability measures has been introduced, providing a method for representing imprecise probabilities and uncertainty. Within the framework of set algebra, we introduced the concepts of weak complementation and interval probability measures associated with a family of random variables, which effectively capture the inherent uncertainty in any event. This paper conducts a comprehensive analysis of these concepts within a specific probability space. Additionally, we elaborate on an updating rule for events, integrating essential concepts of statistical independence, dependence, and stochastic dominance. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2404_15484 |
| institution | arXiv |
| publishDate | 2024 |
| record_format | arxiv |
| spellingShingle | Uncertainty, Imprecise Probabilities and Interval Capacity Measures on a Product Space Basili, Marcello Pratelli, Luca Statistics Theory Methodology In Basili and Pratelli (2024), a novel and coherent concept of interval probability measures has been introduced, providing a method for representing imprecise probabilities and uncertainty. Within the framework of set algebra, we introduced the concepts of weak complementation and interval probability measures associated with a family of random variables, which effectively capture the inherent uncertainty in any event. This paper conducts a comprehensive analysis of these concepts within a specific probability space. Additionally, we elaborate on an updating rule for events, integrating essential concepts of statistical independence, dependence, and stochastic dominance. |
| title | Uncertainty, Imprecise Probabilities and Interval Capacity Measures on a Product Space |
| topic | Statistics Theory Methodology |
| url | https://arxiv.org/abs/2404.15484 |