IMPRECISE SECOND-ORDER MODEL FOR A SYSTEM OF INDEPENDENT RANDOM VARIABLES

DOI10.1142/S0218488505003382MaRDI QIDQ5314542zbMATH OpenFDO

Authors Lev V. Utkin

Publication date 5 September 2005

Published in International Journal of Uncertainty, Fuzziness and Knowledge-Based Systems (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1142/S0218488505003382

zbMATH Keywords

imprecise probabilitiesinterval probabilitieslower and upper prevision

Mathematics Subject Classification ID

Computational methods for stochastic equations (aspects of stochastic analysis) (60H35)

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• Coherent Systems with Multi-State Components
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• Indeterminate probabilities on finite sets
• Precision-imprecision equivalence in a broad class of imprecise hierarchical uncertainty models
• Probability updating using second order probabilities and conditional event algebra
• SECOND-ORDER DECISION ANALYSIS
• Supremum preserving upper probabilities
• The theory of interval-probability as a unifying concept for uncertainty
• Towards a unified theory of imprecise probability
• Unreliable probabilities, risk taking, and decision making

Cited in

(6)

• Precision-imprecision equivalence in a broad class of imprecise hierarchical uncertainty models
• Multivariate models and variability intervals: a local random set approach
• On representing second-order uncertainty in multi-state systems via moments of mixtures of Dirichlet distributions†
• Fuzzy logic-based generalized decision theory with imperfect information
• Optimal decision making for well interventions under uncertainty
• Imprecise Second-Order Hierarchical Uncertainty Model

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