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RESEARCH PRODUCT
Generalized coherence and connection property of imprecise conditional previsions.
A. GilioVeronica BiazzoG. Sanfilipposubject
Settore MAT/06 - Probabilita' E Statistica MatematicaConditional random quantities; imprecise prevision assessments; generalized coherence; checking of g-coherence; connection property.Conditional random quantitiesimprecise prevision assessmentsconnection propertyConditional random quantities imprecise prevision assessments generalized coherence checking of g-coherence connection property.checking of g-coherencegeneralized coherencedescription
In this paper we consider imprecise conditional prevision assessments on random quantities with finite set of possible values. We use a notion of generalized coherence which is based on the coherence principle of de Finetti. We consider the checking of g-coherence, by extending some previous results obtained for imprecise conditional probability assessments. Then, we study a connection property of interval-valued gcoherent prevision assessments, by extending a result given in a previous paper for precise assessments.
| year | journal | country | edition | language |
|---|---|---|---|---|
| 2008-01-01 |