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Measuring conformability of probabilities

Author

Listed:
  • Bravata, D. M.
  • Cottle, R. W.
  • Eaves, B. C.
  • Olkin, I.

Abstract

Given a probability space or a joint distribution, any derived probabilities or marginal distributions will be conformable. The inverse problem is to determine whether a set of fragmentary probabilities or marginal distributions is conformable in the sense that there exists a probability space or joint distribution that yields these fragmentary probabilities or marginal distributions. Because nonconformability or inconsistency may occur in a number of ways, we present a hierarchy of inconsistencies, and provide a linear programming approach designed to uncover different levels of inconsistency.

Suggested Citation

  • Bravata, D. M. & Cottle, R. W. & Eaves, B. C. & Olkin, I., 2001. "Measuring conformability of probabilities," Statistics & Probability Letters, Elsevier, vol. 52(3), pages 321-327, April.
    • Handle: RePEc:eee:stapro:v:52:y:2001:i:3:p:321-327
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    References listed on IDEAS

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    1. Donald A. Redelmeier & Derek J. Koehler & Varda Liberman & Amos Tversky, 1995. "Probability Judgment in Medicine," Medical Decision Making, , vol. 15(3), pages 227-230, August.
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