Stability arises as the consistency criterion in a betting inter- pretation for hyperreal imprecise previsions, that is imprecise previsions (and probabilities) which may take infinitesimal values. The purpose of this work is to extend the notion of stable coherence introduced in [8] to conditional hyperreal imprecise probabilities. Our investigation ex- tends the de Finetti-Walley operational characterisation of (imprecise) prevision to conditioning on events which are considered “practically impossible” but not “logically impossible”.
Stable non-standard imprecise probabilities / F. Montagna, H. Hosni (COMMUNICATIONS IN COMPUTER AND INFORMATION SCIENCE). - In: Information processing and management of uncertainty in knowledge-based systems / [a cura di] A. Laurent. - [s.l] : Springer, 2014. - ISBN 9783319088518. - pp. 436-445 (( Intervento presentato al 15. convegno Information Processing and Management of Uncertainty in Knowledge-Based Systems: tenutosi a Montpellier nel 2014 [10.1007/978-3-319-08852-5_45].
Stable non-standard imprecise probabilities
H. HosniUltimo
2014
Abstract
Stability arises as the consistency criterion in a betting inter- pretation for hyperreal imprecise previsions, that is imprecise previsions (and probabilities) which may take infinitesimal values. The purpose of this work is to extend the notion of stable coherence introduced in [8] to conditional hyperreal imprecise probabilities. Our investigation ex- tends the de Finetti-Walley operational characterisation of (imprecise) prevision to conditioning on events which are considered “practically impossible” but not “logically impossible”.
Pubblicazioni consigliate
I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.
