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Theory and Decision

, Volume 71, Issue 1, pp 111–128 | Cite as

Regular updating

  • Alain Chateauneuf
  • Thibault GajdosEmail author
  • Jean-Yves Jaffray
Article

Abstract

We study the Full Bayesian Updating rule for convex capacities. Following a route suggested by Jaffray (IEEE Transactions on Systems, Man and Cybernetics 22(5):1144–1152, 1992), we define some properties one may want to impose on the updating process, and identify the classes of (convex and strictly positive) capacities that satisfy these properties for the Full Bayesian Updating rule. This allows us to characterize two parametric families of convex capacities: \({(\varepsilon,\delta)}\) -contaminations (which were introduced, in a slightly different form, by Huber (Robust Statistics, Wiley, New York, 1981)) and \({\varepsilon}\) -contaminations.

Keywords

Convex capacities \({\varepsilon}\) -contamination Updating Full Bayesian updating rule Regular updating 

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Copyright information

© Springer Science+Business Media, LLC. 2010

Authors and Affiliations

  • Alain Chateauneuf
    • 1
  • Thibault Gajdos
    • 2
    Email author
  • Jean-Yves Jaffray
    • 3
  1. 1.PSE-CESUniversité Paris IParisFrance
  2. 2.CNRS, Ecole Polytechnique and CERSESParisFrance
  3. 3.LIP6Université Paris VIParisFrance

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