On coherent immediate prediction: connecting two theories of imprecise probabilityReport as inadecuate




On coherent immediate prediction: connecting two theories of imprecise probability - Download this document for free, or read online. Document in PDF available to download.

(2007)ISIPTA 07-PROCEEDINGS OF THE FIFTH INTERNATIONAL SYMPOSIUM ON IMPRECISE PROBABILITY:THEORIES AND APPLICATIONS.p.97-106 Mark abstract 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.

Please use this url to cite or link to this publication: http://hdl.handle.net/1854/LU-371960



Author: Gert De Cooman and Filip Hermans

Source: https://biblio.ugent.be/publication/371960



DOWNLOAD PDF




Related documents