Advanced search
2 files | 1.18 MB

Extreme lower probabilities

Erik Quaeghebeur (UGent) and Gert De Cooman (UGent)
Author
Organization
Abstract
We consider lower probabilities on finite possibility spaces as models for the uncertainty about the state. These generalizations of classical probabilities can have some interesting properties; for example: k-monotonicity, avoiding sure loss, coherence, permutation invariance. The sets formed by all the lower probabilities satisfying zero or more of these properties are convex. We show how the extreme points and rays of these sets -- the extreme lower probabilities -- can be calculated and we give an illustration of our results.
Keywords
extreme points, Lower probabilities, imprecise probabilities

Downloads

  • (...).pdf
    • full text
    • |
    • UGent only
    • |
    • PDF
    • |
    • 403.71 KB
  • elp-Quaeghebeur-DeCooman.pdf
    • full text
    • |
    • open access
    • |
    • PDF
    • |
    • 771.66 KB

Citation

Please use this url to cite or link to this publication:

Chicago
Quaeghebeur, Erik, and Gert De Cooman. 2006. “Extreme Lower Probabilities.” Ed. A Bugarin, MA Gil, P Grzegorzewski, O Hyrniewicz, J Lawry, S Li, and E Miranda. Soft Methods for Integrated Uncertainty Modelling: 211–221.
APA
Quaeghebeur, E., & De Cooman, G. (2006). Extreme lower probabilities. (A. Bugarin, M. Gil, P. Grzegorzewski, O. Hyrniewicz, J. Lawry, S. Li, & E. Miranda, Eds.)SOFT METHODS FOR INTEGRATED UNCERTAINTY MODELLING, 211–221. Presented at the SMPS 2006: Third International Workshop on Soft Methods in Probability and Statistics.
Vancouver
1.
Quaeghebeur E, De Cooman G. Extreme lower probabilities. Bugarin A, Gil M, Grzegorzewski P, Hyrniewicz O, Lawry J, Li S, et al., editors. SOFT METHODS FOR INTEGRATED UNCERTAINTY MODELLING. BERLIN: SPRINGER-VERLAG; 2006;211–21.
MLA
Quaeghebeur, Erik, and Gert De Cooman. “Extreme Lower Probabilities.” Ed. A Bugarin et al. SOFT METHODS FOR INTEGRATED UNCERTAINTY MODELLING (2006): 211–221. Print.
@article{406341,
  abstract     = {We consider lower probabilities on finite possibility spaces as models for the uncertainty about the state. These generalizations of classical probabilities can have some interesting properties; for example: k-monotonicity, avoiding sure loss, coherence,  permutation invariance. The sets formed by all the lower probabilities satisfying zero or more of these properties are convex. We show how the extreme points and rays of these sets -- the extreme lower probabilities -- can be calculated and we give an illustration of our results.},
  author       = {Quaeghebeur, Erik and De Cooman, Gert},
  editor       = {Bugarin, A and Gil, MA and Grzegorzewski, P and Hyrniewicz, O and Lawry, J and Li, S and Miranda, E},
  isbn         = {978-3540347767},
  issn         = {1615-3871},
  journal      = {SOFT METHODS FOR INTEGRATED UNCERTAINTY MODELLING},
  keyword      = {extreme points,Lower probabilities,imprecise probabilities},
  language     = {eng},
  location     = {Bristol, United Kingdom},
  pages        = {211--221},
  publisher    = {SPRINGER-VERLAG},
  title        = {Extreme lower probabilities},
  url          = {http://dx.doi.org/10.1007/3-540-34777-1\_26},
  year         = {2006},
}

Altmetric
View in Altmetric
Web of Science
Times cited: