
n-Monotone lower previsions and lower integrals
- Author
- Gert de Cooman (UGent) , Matthias Troffaes and Enrique Miranda
- Organization
- Abstract
- 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 squarely within the framework of the present study of coherent n-monotone lower previsions. This discussion allows us to characterise which types of integrals can be used to calculate the natural extension of a probability charge.
- Keywords
- n-monotonicity, comonotone additivity, Choquet integral, coherence, natural extension, PROBABILITIES, lower integral, lower prevision
Citation
Please use this url to cite or link to this publication: http://hdl.handle.net/1854/LU-327210
- MLA
- de Cooman, Gert, et al. “N-Monotone Lower Previsions and Lower Integrals.” ISIPTA 05-PROCEEDINGS OF THE FOURTH INTERNATIONAL SYMPOSIUM ON IMPRECISE PROBABILITIES AND THEIR APPLICATIONS, edited by FG Cozman et al., International Society for Imprecise Probability: Theories and Applications (SIPTA), 2005, pp. 145–54.
- APA
- de Cooman, G., Troffaes, M., & Miranda, E. (2005). n-Monotone lower previsions and lower integrals. In F. Cozman, R. Nau, & T. Seidenfeld (Eds.), ISIPTA 05-PROCEEDINGS OF THE FOURTH INTERNATIONAL SYMPOSIUM ON IMPRECISE PROBABILITIES AND THEIR APPLICATIONS (pp. 145–154). Manno, Switzerland: International Society for Imprecise Probability: Theories and Applications (SIPTA).
- Chicago author-date
- Cooman, Gert de, Matthias Troffaes, and Enrique Miranda. 2005. “N-Monotone Lower Previsions and Lower Integrals.” In ISIPTA 05-PROCEEDINGS OF THE FOURTH INTERNATIONAL SYMPOSIUM ON IMPRECISE PROBABILITIES AND THEIR APPLICATIONS, edited by FG Cozman, R Nau, and T Seidenfeld, 145–54. Manno, Switzerland: International Society for Imprecise Probability: Theories and Applications (SIPTA).
- Chicago author-date (all authors)
- de Cooman, Gert, Matthias Troffaes, and Enrique Miranda. 2005. “N-Monotone Lower Previsions and Lower Integrals.” In ISIPTA 05-PROCEEDINGS OF THE FOURTH INTERNATIONAL SYMPOSIUM ON IMPRECISE PROBABILITIES AND THEIR APPLICATIONS, ed by. FG Cozman, R Nau, and T Seidenfeld, 145–154. Manno, Switzerland: International Society for Imprecise Probability: Theories and Applications (SIPTA).
- Vancouver
- 1.de Cooman G, Troffaes M, Miranda E. n-Monotone lower previsions and lower integrals. In: Cozman F, Nau R, Seidenfeld T, editors. ISIPTA 05-PROCEEDINGS OF THE FOURTH INTERNATIONAL SYMPOSIUM ON IMPRECISE PROBABILITIES AND THEIR APPLICATIONS. Manno, Switzerland: International Society for Imprecise Probability: Theories and Applications (SIPTA); 2005. p. 145–54.
- IEEE
- [1]G. de Cooman, M. Troffaes, and E. Miranda, “n-Monotone lower previsions and lower integrals,” in ISIPTA 05-PROCEEDINGS OF THE FOURTH INTERNATIONAL SYMPOSIUM ON IMPRECISE PROBABILITIES AND THEIR APPLICATIONS, Pittsburgh, PA, USA, 2005, pp. 145–154.
@inproceedings{327210, abstract = {{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 squarely within the framework of the present study of coherent n-monotone lower previsions. This discussion allows us to characterise which types of integrals can be used to calculate the natural extension of a probability charge.}}, author = {{de Cooman, Gert and Troffaes, Matthias and Miranda, Enrique}}, booktitle = {{ISIPTA 05-PROCEEDINGS OF THE FOURTH INTERNATIONAL SYMPOSIUM ON IMPRECISE PROBABILITIES AND THEIR APPLICATIONS}}, editor = {{Cozman, FG and Nau, R and Seidenfeld, T}}, keywords = {{n-monotonicity,comonotone additivity,Choquet integral,coherence,natural extension,PROBABILITIES,lower integral,lower prevision}}, language = {{eng}}, location = {{Pittsburgh, PA, USA}}, pages = {{145--154}}, publisher = {{International Society for Imprecise Probability: Theories and Applications (SIPTA)}}, title = {{n-Monotone lower previsions and lower integrals}}, year = {{2005}}, }