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EnglishA p-box is a simple generalization of a distribution function, useful to study a random number in the presence of imprecision. We propose an extension of p-boxes to cover imprecise evaluations of pairs of random numbers and term them bivariate p-boxes. We analyze their rather weak consistency properties, since they are at best (but generally not) equivalent to 2-coherence. We therefore focus on the relevant subclass of coherent p-boxes, corresponding to coherent lower probabilities on special domains. Several properties of coherent p-boxes are investigated and compared with those of (one-dimensional) p-boxes or of bivariate distribution functions.
| Titolo: | Bivariate p-boxes | |
| Autori: | ||
| Data di pubblicazione: | 2016 | |
| Rivista: | ||
| Abstract: | A p-box is a simple generalization of a distribution function, useful to study a random number in the presence of imprecision. We propose an extension of p-boxes to cover imprecise evaluations of pairs of random numbers and term them bivariate p-boxes. We analyze their rather weak consistency properties, since they are at best (but generally not) equivalent to 2-coherence. We therefore focus on the relevant subclass of coherent p-boxes, corresponding to coherent lower probabilities on special domains. Several properties of coherent p-boxes are investigated and compared with those of (one-dimensional) p-boxes or of bivariate distribution functions. | |
| Handle: | http://hdl.handle.net/11368/2874374 | |
| Digital Object Identifier (DOI): | http://dx.doi.org/10.1142/S0218488516500124 | |
| URL: | http://www.worldscientific.com/doi/abs/10.1142/S0218488516500124?src=recsys | |
| Appare nelle tipologie: | 1.1 Articolo in Rivista |
File in questo prodotto:
| File | Descrizione | Tipologia | Licenza | |
|---|---|---|---|---|
| s0218488516500124.pdf | Articolo su rivista internazionale | Documento in Versione Editoriale | Digital Rights Management non definito | Administrator Richiedi una copia |
| Bivariate p boxes accepted author manuscript.pdf | Accepted author manuscript | Bozza finale post-referaggio (post-print) | Digital Rights Management non definito | Open Access Visualizza/Apri |
http://hdl.handle.net/11368/2874374
