Strictly Frequentist Imprecise Probability

DOI10.1016/J.IJAR.2024.109148MaRDI QIDQ6425723zbMATH OpenFDO

Authors Christian Fröhlich, Rabanus Derr, Robert C. Williamson

Publication date 7 February 2023

Full work available at URL https://doi.org/10.1016/J.IJAR.2024.109148

Mathematics Subject Classification ID

Reasoning under uncertainty in the context of artificial intelligence (68T37)

Abstract: Strict frequentism defines probability as the limiting relative frequency in an infinite sequence. What if the limit does not exist? We present a broader theory, which is applicable also to random phenomena that exhibit diverging relative frequencies. In doing so, we develop a close connection with the theory of imprecise probability: the cluster points of relative frequencies yield a coherent upper prevision. We show that a natural frequentist definition of conditional probability recovers the generalized Bayes rule. This also suggests an independence concept, which is related to epistemic irrelevance in the imprecise probability literature. Finally, we prove constructively that, for a finite set of elementary events, there exists a sequence for which the cluster points of relative frequencies coincide with a prespecified set which demonstrates the naturalness, and arguably completeness, of our theory.

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