Set valued probability and its connection with set valued measure
Set valued (or imprecise) probabilities are used in situations with highly uncertain assumptions about the probabilistic background. In this paper, a new concept of set valued probability is introduced. Set valued probability is defined with values in the set of subsets of the unit interval. The method of restricted set arithmetic (see, [\textit{G. J. Klir} and \textit{Y. Pan}, ``Constrained fuzzy arithmetic: basic questions and some answers, Soft Comput. 2, No. 2, 100--108 (1998; \url{doi:10.1007/s005000050038})]) is used to treat the probabilities. This kind of set valued probability is *additive, where *additivity is the additivity with respect to addition in restricted arithmetic. This can be considered as an extension of the classical model of probability theory. The author shows, especially, connections between set valued probability and set valued measure.
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