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The Goodman–Nguyen relation within imprecise probability theory

PELESSONI, RENATO
•
VICIG, PAOLO
2014
  • journal article

Periodico
INTERNATIONAL JOURNAL OF APPROXIMATE REASONING
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.
DOI
10.1016/j.ijar.2014.06.002
WOS
WOS:000340992800004
Archivio
http://hdl.handle.net/11368/2808138
info:eu-repo/semantics/altIdentifier/scopus/2-s2.0-84905908977
http://www.sciencedirect.com/science/article/pii/S0888613X14001017
Diritti
metadata only access
Soggetti
  • Goodman-Nguyen relati...

  • imprecise probabiliti...

  • Imprecise prevision

  • Natural extension

Scopus© citazioni
12
Data di acquisizione
Jun 7, 2022
Vedi dettagli
Web of Science© citazioni
12
Data di acquisizione
Mar 17, 2024
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