T. Augustin
Nonparametric predictive inference and interval probability
Augustin, T.; Coolen, F.P.A.
Abstract
The assumption A(n), proposed by Hill (J. Amer. Statist. Assoc. 63 (1968) 677), provides a natural basis for low structure non-parametric predictive inference, and has been justified in the Bayesian framework. This paper embeds A(n)-based inference into the theory of interval probability, by showing that the corresponding bounds are totally monotone F-probability and coherent. Similar attractive internal consistency results are proven to hold for conditioning and updating.
Citation
Augustin, T., & Coolen, F. (2004). Nonparametric predictive inference and interval probability. Journal of Statistical Planning and Inference, 124(2), 251-272. https://doi.org/10.1016/j.jspi.2003.07.003
Journal Article Type | Article |
---|---|
Publication Date | Sep 1, 2004 |
Deposit Date | Apr 26, 2007 |
Journal | Journal of Statistical Planning and Inference |
Print ISSN | 0378-3758 |
Publisher | Elsevier |
Peer Reviewed | Peer Reviewed |
Volume | 124 |
Issue | 2 |
Pages | 251-272 |
DOI | https://doi.org/10.1016/j.jspi.2003.07.003 |
Keywords | A(n), Capacities, Conditioning, Consistency, Imprecise probabilities, Interval probability, Non-parametrics, Low structure inference, Predictive inference, Updating. |
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