Generalised p-boxes on totally ordered spaces.

Miranda, Enrique; Troffaes, Matthias; Destercke, Sebastien

Abstract

Probability boxes are among the most simple and popular models used in imprecise probability theory, and many practical results concerning them exist in the literature. Nevertheless, little attention has been paid to their formal characterisation in the setting of Walley's behavioural theory of imprecise probabilities. This paper tries to remedy this situation by formalising, generalising and extending existing results as well as by giving new ones, within Walley's framework.

Citation

Miranda, E., Troffaes, M., & Destercke, S. (2008). Generalised p-boxes on totally ordered spaces.

• Conference Name: Fourth International Workshop on Soft Methods in Probability and Statistics
• Conference Location: Toulouse, France
• Publication Date: 2008-09
• Publisher: Springer Verlag
• Pages: 235-242
• Series Title: Advances in Soft Computing: Soft Methods for Handling Variability and Imprecision