TY - GEN UR - http://lib.ugent.be/catalog/pug01:371960 ID - pug01:371960 LA - eng TI - On coherent immediate prediction: connecting two theories of imprecise probability PY - 2007 SN - 978-80-86742-20-5 PB - SIPTA - International Society for Imprecise Probability: Theories and Applications 2007 AU - De Cooman, Gert TW06 TW58 801000655920 0000-0002-0469-1422 AU - Hermans, Filip 002000616714 AU - De Cooman, G editor AU - Vejnarová, J editor AU - Zaffalon, M editor AB - We give an overview of two approaches to probabiliity theory where lower and upper probabilities, rather than probabilities, are used: Walley's behavioural theory of imprecise probabilities, and Shafer and Vovk's game-theoretic account of probability. We show that the two theories are more closely related than would be suspected at first sight, and we establish a correspondence between them that (i) has an interesting interpretation, and (ii) allows us to freely import results from one theory into the other. Our approach leads to an account of immediate prediction in the framework of Walley's theory, and we prove an interesting and quite general version of the weak law of large numbers. ER -Download RIS file
00000nam^a2200301^i^4500 | |||
001 | 371960 | ||
005 | 20161219153532.0 | ||
008 | 070629s2007------------------------eng-- | ||
020 | a 978-80-86742-20-5 | ||
024 | a 000265049000011 2 wos | ||
024 | a 1854/LU-371960 2 handle | ||
040 | a UGent | ||
245 | a On coherent immediate prediction: connecting two theories of imprecise probability | ||
260 | b SIPTA - International Society for Imprecise Probability: Theories and Applications c 2007 | ||
520 | a We give an overview of two approaches to probabiliity theory where lower and upper probabilities, rather than probabilities, are used: Walley's behavioural theory of imprecise probabilities, and Shafer and Vovk's game-theoretic account of probability. We show that the two theories are more closely related than would be suspected at first sight, and we establish a correspondence between them that (i) has an interesting interpretation, and (ii) allows us to freely import results from one theory into the other. Our approach leads to an account of immediate prediction in the framework of Walley's theory, and we prove an interesting and quite general version of the weak law of large numbers. | ||
598 | a P1 | ||
100 | a De Cooman, Gert u TW06 u TW58 0 801000655920 0 0000-0002-0469-1422 | ||
700 | a Hermans, Filip 0 002000616714 0 801001954205 | ||
700 | a De Cooman, G e editor | ||
700 | a Vejnarová, J e editor | ||
700 | a Zaffalon, M e editor | ||
650 | a Technology and Engineering | ||
653 | a imprecise probabilities | ||
653 | a Game-theoretic probability | ||
653 | a coherence | ||
653 | a conglomerability | ||
653 | a event tree | ||
653 | a lower prevision | ||
653 | a immediate prediction | ||
653 | a Prequential Principle | ||
653 | a law of large numbers | ||
653 | a Hoeffding's inequality | ||
653 | a CONDITIONAL-PROBABILITY | ||
773 | t 5th International Symposium on Imprecise Probability g ISIPTA 07-PROCEEDINGS OF THE FIFTH INTERNATIONAL SYMPOSIUM ON IMPRECISE PROBABILITY:THEORIES AND APPLICATIONS. 2007. SIPTA - International Society for Imprecise Probability: Theories and Applications. p.97-106 q :<97 | ||
856 | 3 Full Text u https://biblio.ugent.be/publication/371960/file/578105 z [open] y On_coherent_immediate_prediction_Connecting_two_theories_of_imprecise_probability.pdf | ||
920 | a confcontrib | ||
852 | x EA b TW08 | ||
922 | a UGENT-EA |
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