Results 191 to 200 of about 6,574 (245)

Probabilities as Similarity-Weighted Frequencies [PDF]

open access: yes
Antoine Billot   +3 more
core  

Multiobjective Decision-Making, de Finetti Prevision and Fuzzy Prevision

open access: yes, 2013
We introduce an approach to multiobjective decision-making in the context of finite de Finetti random numbers. The objectives are events, the action of an alternative A with respect to an objective O is seen as a finite de Finetti conditional random number A/O and the global effect of A over O, i.e., the score of A with respect to O, is the de Finetti ...
Maturo, Antonio   +1 more
openaire   +3 more sources

The Prevision of a Prevision

Journal of the American Statistical Association, 1983
Abstract We prove that the result EX = E(E(X | Y)) is true, for bounded X, when the usual concept of conditional expectation or prevision is replaced by an alternative definition reflecting an individual's actual beliefs concerning X after observing Y. We discuss the importance of this result to subjectivist theory.
exaly   +4 more sources

The fundamental theorem of prevision

open access: yes, 1990
We study de Finetti's "fundamental theorem of probability", reformulated in the finite case as a computable linear programming problem. The theorem is substantially extended, and shown to have important implications for the subjective theory of statistical inference. It supports an operational meaning for the partial assertion of prevision via asserted
Lad, F. R.   +2 more
openaire   +3 more sources

Convex Imprecise Previsions

Reliable Computing, 2003
Centered convex previsions and convex imprecise previsions are introduced as special classes of imprecise previsions as defined by \textit{P. Walley} [``Statistical reasoning with imprecise probabilities'' (1991; Zbl 0732.62004)]. Convex duality is used to obtain a representation theorem for such previsions, and the link is made to the theory of convex
PELESSONI, RENATO, VICIG, PAOLO
openaire   +3 more sources

IMPRECISE PREVISIONS FOR RISK MEASUREMENT

International Journal of Uncertainty, Fuzziness and Knowledge-Based Systems, 2003
In this paper the theory of coherent imprecise previsions is applied to risk measurement. We introduce the notion of coherent risk measure defined on an arbitrary set of risks, showing that it can be considered a special case of coherent upper prevision.
PELESSONI, RENATO, VICIG, PAOLO
openaire   +3 more sources

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