6533b85ffe1ef96bd12c10ce

RESEARCH PRODUCT

From imprecise probability assessments to conditional probabilities with quasi additive classes of conditioning events

Giuseppe Sanfilippo

subject

conditional eventFOS: Computer and information sciencesSettore MAT/06 - Probabilita' E Statistica MatematicaArtificial Intelligence (cs.AI)Computer Science - Artificial Intelligencequasi additivityProbability (math.PR)FOS: MathematicsG-coherenceconditional probabilityinterval-valued probability assessmentMathematics - Probability

description

In this paper, starting from a generalized coherent (i.e. avoiding uniform loss) intervalvalued probability assessment on a finite family of conditional events, we construct conditional probabilities with quasi additive classes of conditioning events which are consistent with the given initial assessment. Quasi additivity assures coherence for the obtained conditional probabilities. In order to reach our goal we define a finite sequence of conditional probabilities by exploiting some theoretical results on g-coherence. In particular, we use solutions of a finite sequence of linear systems.

http://www.scopus.com/inward/record.url?eid=2-s2.0-84875211803&partnerID=MN8TOARS