Jensen's and Cantelli's inequalities with imprecise previsions

DOI10.1016/J.FSS.2022.06.021MaRDI QIDQ6588904zbMATH OpenFDO

Authors Renato Pelessoni, Paolo Vicig

Publication date 19 August 2024

Published in Fuzzy Sets and Systems (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.FSS.2022.06.021

zbMATH Keywords

2-coherenceCantelli inequalitiescoherenceJensen inequalitylower previsions

Mathematics Subject Classification ID

Fuzzy probability (60A86) Inequalities; stochastic orderings (60E15)

Recommendations

• Sharp mean-variance bounds for Jensen-type inequalities
• Inequalities and mathematical properties of uncertain variables
• Uncertainty modelling and conditioning with convex imprecise previsions
• Convex imprecise previsions
• Lower Previsions

Cites work

• 2-coherent and 2-convex conditional lower previsions
• A Jensen type inequality for fuzzy integrals
• An improvement to Jensen's inequality and its application to mating market clearing when paternity is uncertain
• Chebyshev and Jensen inequalities for Choquet integral
• Choquet functional and its applications in information theory
• Concentration inequalities and laws of large numbers under epistemic and regular irrelevance
• Convex functions and their applications. A contemporary approach
• scientific article; zbMATH DE number 48344 (Why is no real title available?)
• scientific article; zbMATH DE number 1232374 (Why is no real title available?)
• IMPRECISE PREVISIONS FOR RISK MEASUREMENT
• Introduction to mathematical probability.
• Jensen's inequality for Choquet integral revisited and a note on Jensen's inequality for generalized Choquet integral
• Lower Previsions
• Nearly-linear uncertainty measures
• Probability inequalities related to Markov's theorem
• Some inequalities and convergence theorems for Choquet integrals
• Sui confini della probabilità.
• The Choquet integral as Lebesgue integral and related inequalities
• Weak and strong laws of large numbers for coherent lower previsions
• Weakly consistent extensions of lower previsions

Cited in

(2)

• Bhatia-Davis inequalities for lower and upper previsions and covariances
• Cauchy-Schwarz inequalities from the viewpoint of lower and upper previsions

This page was built for publication: Jensen's and Cantelli's inequalities with imprecise previsions

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6588904)