Computing the joint range of a set of expectations

Charles J. Geyer; Radu C. Lazar; Glen D. Meeden

Computing the joint range of a set of expectations

Charles J. Geyer, Radu C. Lazar, Glen D. Meeden

Statistics (Twin Cities)

Research output: Contribution to conference › Paper › peer-review

1 Scopus citations

Abstract

In the theory of imprecise probability it is often of interest to find the range of the expectation of some function over a convex family of probability measures. Here we show how to find the joint range of the expectations of a finite set of functions when the underlying space is finite and the family of probability distributions is defined by finitely many linear constraints.

Original language	English (US)
State	Published - 2005
Event	4th International Symposium on Imprecise Probabilities and Their Applications, ISIPTA 2005 - Pittsburgh, United States Duration: Jul 20 2005 → Jul 23 2005

Conference

Conference	4th International Symposium on Imprecise Probabilities and Their Applications, ISIPTA 2005
Country/Territory	United States
City	Pittsburgh
Period	7/20/05 → 7/23/05

Bibliographical note

Publisher Copyright:
© 2005 Society for Imprecise Probability: Theories and Applications, SIPTA. All rights reserved.

Keywords

Convex family of priors
Linear constraints
Polytope
Probability assessment

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title = "Computing the joint range of a set of expectations",

abstract = "In the theory of imprecise probability it is often of interest to find the range of the expectation of some function over a convex family of probability measures. Here we show how to find the joint range of the expectations of a finite set of functions when the underlying space is finite and the family of probability distributions is defined by finitely many linear constraints.",

keywords = "Convex family of priors, Linear constraints, Polytope, Probability assessment",

author = "Geyer, {Charles J.} and Lazar, {Radu C.} and Meeden, {Glen D.}",

note = "Publisher Copyright: {\textcopyright} 2005 Society for Imprecise Probability: Theories and Applications, SIPTA. All rights reserved.; 4th International Symposium on Imprecise Probabilities and Their Applications, ISIPTA 2005 ; Conference date: 20-07-2005 Through 23-07-2005",

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TY - CONF

T1 - Computing the joint range of a set of expectations

AU - Geyer, Charles J.

AU - Lazar, Radu C.

AU - Meeden, Glen D.

PY - 2005

Y1 - 2005

N2 - In the theory of imprecise probability it is often of interest to find the range of the expectation of some function over a convex family of probability measures. Here we show how to find the joint range of the expectations of a finite set of functions when the underlying space is finite and the family of probability distributions is defined by finitely many linear constraints.

AB - In the theory of imprecise probability it is often of interest to find the range of the expectation of some function over a convex family of probability measures. Here we show how to find the joint range of the expectations of a finite set of functions when the underlying space is finite and the family of probability distributions is defined by finitely many linear constraints.

KW - Convex family of priors

KW - Linear constraints

KW - Polytope

KW - Probability assessment

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M3 - Paper

AN - SCOPUS:85069743806

T2 - 4th International Symposium on Imprecise Probabilities and Their Applications, ISIPTA 2005

Y2 - 20 July 2005 through 23 July 2005

ER -

Computing the joint range of a set of expectations

Abstract

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Bibliographical note

Keywords

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