Upper Probabilities Attainable by Distributions of Measurable Selections

Authors:
Enrique Miranda;Inés Couso;Pedro Gil
Affiliations:
Department of Statistics and Operations Research, University of Oviedo., Oviedo, Spain 33007;Department of Statistics and Operations Research, University of Oviedo., Oviedo, Spain 33007;Department of Statistics and Operations Research, University of Oviedo., Oviedo, Spain 33007
Venue:
ECSQARU '09 Proceedings of the 10th European Conference on Symbolic and Quantitative Approaches to Reasoning with Uncertainty
Year:
2009

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Abstract

A random set can be regarded as the result of the imprecise observation of a random variable. Following this interpretation, we study to which extent the upper and lower probabilities induced by the random set keep all the information about the values of the probability distribution of the random variable. We link this problem to the existence of selectors of a multi-valued mapping and with the inner approximations of the upper probability, and prove that under fairly general conditions (although not in all cases), the upper and lower probabilities are an adequate tool for modelling the available information. Finally, we study the particular case of consonant random sets and we also derive a relationship between Aumann and Choquet integrals.