Jeffrey’s conditioning rule in neighbourhood models
- 作者：Damjan Š ; kulj
- 关键词：Interval probability ; Robust statistics ; Non-additive measures ; Neighbourhood models ; Capacities ; Conditional expectations
- 刊名：International Journal of Approximate Reasoning
- 出版年：2006
- 期刊代码：76_0888613x
- 类别：et
- 出版时间：August 2006
- 卷：42
- 期：3
- 页码：192-211
- 文件大小：235 K
摘要
Neighbourhoods of classical probability measures, presented in the form of interval probabilities, are studied in the paper. The main goal is a characterization of two important classes, convex and bi-elastic neighbourhoods. Those two classes are equivalently characterized through closure conditions with respect to Jeffrey’s rule of conditioning. Moreover, some other interpretations of the closure property are given, including a description of behaviour of conditional expectation under the lower and upper expectation operators. This description is useful for a better understanding of some models in the theory of choice under risk. Further, closure under Jeffrey’s rule can serve as an extension rule for partially determined interval probabilities.