Approximations of upper and lower probabilities by measurable selections (Q2269799): Difference between revisions

Upper and lower probabilities of a random set [as introduced by \textit{A. P. Dempster}, Ann. Math. Stat. 38, 325--339 (1967; Zbl 0168.17501)] are plausibility and belief functions in the context of evidence theory [\textit{G. Shafer}, A mathematical theory of evidence. Princeton-London: Princeton University Press (1976; Zbl 0359.62002)] and capacities of infinite order [\textit{G. Choquet}, Ann. Inst. Fourier 5, 131--295 (1953/54; Zbl 0064.35101)]. Since a random set can be regarded as the result of the imprecise observation of a random variable, the authors show to which extent upper and lower probabilities keep all the information about the values of the probability distribution of the original random variable. The authors link this problem to the existence of selectors of a multi-valued mapping and with the inner approximations of the upper probability. They generalise results from literature, study the case of consonant random sets an derive a relationship between Aumann and Choquet integrals.