Finitely additive extensions of distribution functions and moment sequences: the coherent lower prevision approach

DOI10.1016/J.IJAR.2007.07.007MaRDI QIDQ2379296zbMATH OpenOpenAlexFDO

Authors Yanyan Li

Publication date 19 March 2010

Published in International Journal of Approximate Reasoning (Search for Journal in Brave)

Full work available at URL https://biblio.ugent.be/publication/397873

zbMATH Keywords

complete monotonicitylower Riemann-Stieltjes integralmoment sequencecoherent lower previsionlower distribution function

Mathematics Subject Classification ID

Probabilistic measure theory (60A10)

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Cites work

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• A unifying approach to integration for bounded positive charges
• Non-additive measure and integral
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• Theory of capacities
• \(n\)-monotone exact functionals

Cited in

(10)

• Probability boxes on totally preordered spaces for multivariate modelling
• Inference and risk measurement with the pari-mutuel model
• Marginal extension in the theory of coherent lower previsions
• Stochastic dominance with imprecise information
• Computing expectations with continuous \(p\)-boxes: univariate case
• The moment problem for finitely additive probabilities
• Bruno de Finetti and imprecision: imprecise probability does not exist!
• Finitely additive mixtures of probability measures
• Representation theorems for partially exchangeable random variables
• The Hausdorff moment problem under finite additivity

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