6533b853fe1ef96bd12abe93
RESEARCH PRODUCT
Efficient checking of coherence and propagation of imprecise probability assessments
V BiazzoAngelo GilioGiuseppe Sanfilipposubject
computationCoherent probability assessments propagation random gain computation algorithmsSettore MAT/06 - Probabilita' E Statistica MatematicaCoherent probability assessmentsrandom gainCoherent probability assessments; propagation; random gain; computation; algorithms.Coherent probability assessments; Propagation; AlgorithmsPropagationAlgorithmsdescription
We consider the computational difficulties in the checking of coherence and propagation of imprecise probability assessments. We examine the linear structure of the random gain in betting criterion and we propose a general methodology which exploits suitable subsets of the set of values of the random gain. In this way the checking of coherence and propagation amount to examining linear systems with a reduced number of unknowns. We also illustrate an example.
| year | journal | country | edition | language |
|---|---|---|---|---|
| 2000-01-01 |