Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1149718 | Journal of Statistical Planning and Inference | 2009 | 21 Pages |
Abstract
We investigate how to combine marginal assessments about the values that random variables assume separately into a model for the values that they assume jointly, when (i) these marginal assessments are modelled by means of coherent lower previsions and (ii) we have the additional assumption that the random variables are forward epistemically irrelevant to each other. We consider and provide arguments for two possible combinations, namely the forward irrelevant natural extension and the forward irrelevant product, and we study the relationships between them. Our treatment also uncovers an interesting connection between the behavioural theory of coherent lower previsions, and Shafer and Vovk's game-theoretic approach to probability theory.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Applied Mathematics
Authors
Gert de Cooman, Enrique Miranda,