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Natural extension with the Goodman-Nguyen relation

PELESSONI, RENATO
•
VICIG, PAOLO
2011
  • other

Abstract
The Goodman–Nguyen relation is a partial order generalising the implication (inclusion) relation to conditional events. As such, with precise probabilities it both induces an agreeing probability ordering and is a key tool in a certain common extension problem. Most previous work involving this relation is concerned with either conditional event algebras or precise probabilities. We investigate here its role within imprecise probability theory, first in the framework of conditional events and then proposing a generalisation of the Goodman–Nguyen relation to conditional gambles. It turns out that this relation induces an agreeing ordering on coherent or C-convex conditional imprecise previsions. In a standard inferential problem with conditional events, it lets us determine the natural extension, as well as an upper extension. With conditional gambles, it is useful in deriving a number of inferential inequalities.
Archivio
http://hdl.handle.net/11368/2831741
Diritti
closed access
license:digital rights management non definito
FVG url
https://arts.units.it/request-item?handle=11368/2831741
Soggetti
  • Goodman–Nguyen relati...

Visualizzazioni
3
Data di acquisizione
Apr 19, 2024
Vedi dettagli
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