Coherent lower previsions in systems modelling: products and aggregation rules

De Cooman, Gert; Troffaes, Matthias C.M.

Abstract

We discuss why coherent lower previsions provide a good uncertainty model for solving generic uncertainty problems involving possibly conflicting expert information. We study various ways of combining expert assessments on different domains, such as natural extension, independent natural extension and the type-I product, as well as on common domains, such as conjunction and disjunction. We provide each of these with a clear interpretation, and we study how they are related. Observing that in combining expert assessments no information is available about the order in which they should be combined, we suggest that the final result should be independent of the order of combination. The rules of combination we study here satisfy this requirement.

Citation

De Cooman, G., & Troffaes, M. C. (2004). Coherent lower previsions in systems modelling: products and aggregation rules. Reliability Engineering & System Safety, 85(1-3), 113-134. https://doi.org/10.1016/j.ress.2004.03.007

• Journal Article Type: Article
• Publication Date: 2004-09
• Deposit Date: Feb 29, 2008
• Publicly Available Date: May 14, 2009
• Journal: Reliability Engineering and System Safety
• Print ISSN: 0951-8320
• Publisher: Elsevier
• Peer Reviewed: Peer Reviewed
• Volume: 85
• Issue: 1-3
• Pages: 113-134
• DOI: https://doi.org/10.1016/j.ress.2004.03.007
• Keywords: Expert information, Coherent lower previsions, Natural extension, Independence, Type-I product, Marginal extension, Conjunction, Disjunction.
• Public URL: https://durham-repository.worktribe.com/output/1554023