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Extreme lower probabilities

Erik Quaeghebeur (UGent) and Gert de Cooman (UGent)
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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

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

MLA
Quaeghebeur, Erik, and Gert de Cooman. “Extreme Lower Probabilities.” SOFT METHODS FOR INTEGRATED UNCERTAINTY MODELLING, edited by A Bugarin et al., SPRINGER-VERLAG, 2006, pp. 211–21, doi:10.1007/3-540-34777-1_26.
APA
Quaeghebeur, E., & de Cooman, G. (2006). Extreme lower probabilities. In A. Bugarin, M. Gil, P. Grzegorzewski, O. Hyrniewicz, J. Lawry, S. Li, & E. Miranda (Eds.), SOFT METHODS FOR INTEGRATED UNCERTAINTY MODELLING (pp. 211–221). https://doi.org/10.1007/3-540-34777-1_26
Chicago author-date
Quaeghebeur, Erik, and Gert de Cooman. 2006. “Extreme Lower Probabilities.” In SOFT METHODS FOR INTEGRATED UNCERTAINTY MODELLING, edited by A Bugarin, MA Gil, P Grzegorzewski, O Hyrniewicz, J Lawry, S Li, and E Miranda, 211–21. BERLIN: SPRINGER-VERLAG. https://doi.org/10.1007/3-540-34777-1_26.
Chicago author-date (all authors)
Quaeghebeur, Erik, and Gert de Cooman. 2006. “Extreme Lower Probabilities.” In SOFT METHODS FOR INTEGRATED UNCERTAINTY MODELLING, ed by. A Bugarin, MA Gil, P Grzegorzewski, O Hyrniewicz, J Lawry, S Li, and E Miranda, 211–221. BERLIN: SPRINGER-VERLAG. doi:10.1007/3-540-34777-1_26.
Vancouver
1.
Quaeghebeur E, de Cooman G. Extreme lower probabilities. In: 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. p. 211–21.
IEEE
[1]
E. Quaeghebeur and G. de Cooman, “Extreme lower probabilities,” in SOFT METHODS FOR INTEGRATED UNCERTAINTY MODELLING, Bristol, United Kingdom, 2006, pp. 211–221.
@inproceedings{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}},
  booktitle    = {{SOFT METHODS FOR INTEGRATED UNCERTAINTY MODELLING}},
  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}},
  keywords     = {{extreme points,Lower probabilities,imprecise probabilities}},
  language     = {{eng}},
  location     = {{Bristol, United Kingdom}},
  pages        = {{211--221}},
  publisher    = {{SPRINGER-VERLAG}},
  title        = {{Extreme lower probabilities}},
  url          = {{http://doi.org/10.1007/3-540-34777-1_26}},
  year         = {{2006}},
}

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