Conformity and independence with coherent lower previsions |
| |
Affiliation: | 1. University of Oviedo, Dep. of Statistics and Operations Research, Oviedo, Spain;2. Istituto Dalle Molle di Studi sull''Intelligenza Artificiale (IDSIA), Lugano, Switzerland |
| |
Abstract: | We define the conformity of marginal and conditional models with a joint model within Walley's theory of coherent lower previsions. Loosely speaking, conformity means that the joint can reproduce the marginal and conditional models we started from. By studying conformity with and without additional assumptions of epistemic irrelevance and independence, we establish connections with a number of prominent models in Walley's theory: the marginal extension, the irrelevant natural extension, the independent natural extension and the strong product. |
| |
Keywords: | Coherent lower previsions Sets of desirable gambles Epistemic irrelevance Epistemic independence Marginal extension Strong product |
本文献已被 ScienceDirect 等数据库收录! |
|