IDEAS home Printed from https://ideas.repec.org/a/cup/rdepol/v5y2000i02p165-181_00.html
   My bibliography  Save this article

A survey of concepts of independence for imprecise probabilities

Author

Listed:
  • COUSO, INES
  • MORAL, SERAFIN
  • WALLEY, PETER

Abstract

Our aim in this paper is to clarify the notion of independence for imprecise probabilities. Suppose that two marginal experiments are each described by an imprecise probability model, i.e., by a convex set of probability distributions or an equivalent model such as upper and lower probabilities or previsions. Then there are several ways to define independence of the two experiments and to construct an imprecise probability model for the joint experiment. We survey and compare six definitions of independence. To clarify the meaning of the definitions and the relationships between them, we give simple examples which involve drawing balls from urns. For each concept of independence, we give a mathematical definition, an intuitive or behavioural interpretation, assumptions under which the definition is justified, and an example of an urn model to which the definition is applicable. Each of the independence concepts we study appears to be useful in some kinds of application. The concepts of strong independence and epistemic independence appear to be the most frequently applicable.

Suggested Citation

  • Couso, Ines & Moral, Serafin & Walley, Peter, 2000. "A survey of concepts of independence for imprecise probabilities," Risk, Decision and Policy, Cambridge University Press, vol. 5(2), pages 165-181, June.
    • Handle: RePEc:cup:rdepol:v:5:y:2000:i:02:p:165-181_00
    as

    Download full text from publisher

    File URL: https://www.cambridge.org/core/product/identifier/S1357530900000156/type/journal_article
    File Function: link to article abstract page
    Download Restriction: no
    ---><---

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Dubois, Didier, 2006. "Possibility theory and statistical reasoning," Computational Statistics & Data Analysis, Elsevier, vol. 51(1), pages 47-69, November.
    2. Nicola Pedroni & Enrico Zio, 2013. "Uncertainty Analysis in Fault Tree Models with Dependent Basic Events," Risk Analysis, John Wiley & Sons, vol. 33(6), pages 1146-1173, June.
    3. Vorobyev, Oleg, 2009. "Eventology versus contemporary theories of uncertainty," MPRA Paper 13961, University Library of Munich, Germany.
    4. Stavros Lopatatzidis & Jasper Bock & Gert Cooman & Stijn Vuyst & Joris Walraevens, 2016. "Robust queueing theory: an initial study using imprecise probabilities," Queueing Systems: Theory and Applications, Springer, vol. 82(1), pages 75-101, February.
    5. Jon T Selvik & Eirik B Abrahamsen, 2017. "On the meaning of accuracy and precision in a risk analysis context," Journal of Risk and Reliability, , vol. 231(2), pages 91-100, April.
    6. Sébastien Destercke, 2017. "On the median in imprecise ordinal problems," Annals of Operations Research, Springer, vol. 256(2), pages 375-392, September.
    7. Xiaomin You & Fulvio Tonon, 2012. "Event‐Tree Analysis with Imprecise Probabilities," Risk Analysis, John Wiley & Sons, vol. 32(2), pages 330-344, February.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:cup:rdepol:v:5:y:2000:i:02:p:165-181_00. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Kirk Stebbing (email available below). General contact details of provider: https://www.cambridge.org/rdp .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.