Random sets as imprecise random variables

JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS

卷:307

Article; Proceedings Paper

Miranda, E ; Couso, I ; Gil, P

关键词: random sets;    upper and lower probabilities;    measurable selections;    choquet integral;    weak convergence;   

DOI  :  10.1016/j.jmaa.2004.10.022

来源: Elsevier

【 摘 要 】

Given a random set coming from the imprecise observation of a random variable, we study how to model the information about the probability distribution of this random variable. Specifically, we investigate whether the information given by the upper and lower probabilities induced by the random set is equivalent to the one given by the class of the probabilities induced by the measurable selections; together with sufficient conditions for this, we also give examples showing that they are not equivalent in all cases. (c) 2004 Elsevier Inc. All rights reserved.

【 授权许可】

Free