English

10 Pages

Gain access to the library to view online

__
Learn more
__

Description

1st International Symposium on Imprecise Probabilities and Their Applications, Ghent, Belgium, 29 June - 2 July 1999 Examples of Independence for Imprecise Probabilities Ines Couso Dpto. Estadıstica e I.O. y D.M. Universidad de Oviedo 33001 - Oviedo - Spain Serafın Moral Dpto. Ciencias de la Computacion Universidad de Granada 18071 - Granada - Spain Peter Walley 36 Bloomfield Terrace Lower Hutt New Zealand Abstract In this paper we try to clarify the notion of independence for imprecise probabilities. Our main point is that there are several possible definitions of independence which are applicable in different types of situation. With this aim, simple examples are given in order to clarify the meaning of the different concepts of independence and the relation- ships between them. Keywords. Imprecise probabilities, independence, condi- tioning, convex sets of probabilities. 1 Introduction One of the key concepts in probability theory is the notion of independence. Using independence, we can decompose a complex problem into simpler components and build a global model from smaller submodels [1, 8]. We use the term stochastic independence to refer to the standard concept of independence in probability theory, which is usually defined as factorization of the joint prob- ability distribution as a product of the marginal distribu- tions.

- all joint
- lower probabilities
- balls
- probability theory
- calculating lower
- changes when
- max fp
- marginal distribution
- either marginal
- contains fewer probability

Subjects

Informations

Published by | pefav |

Reads | 10 |

Language | English |

Report a problem