An Imprecise Probability Approach to Joint Extensions of Stochastic and Interval Orderings

  • Inés Couso
  • Didier Dubois
Part of the Communications in Computer and Information Science book series (CCIS, volume 299)

Abstract

This paper deals with methods for ranking uncertain quantities in the setting of imprecise probabilities. It is shown that many techniques for comparing random variables or intervals can be generalized by means of upper and lower expectations of sets of gambles, so as to compare more general kinds of uncertain quantities. We show that many comparison criteria proposed so far can be cast in a general form.

Keywords

Preference Relation Statistical Preference Stochastic Dominance Lower Expectation Interval Ordering 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer-Verlag Berlin Heidelberg 2012

Authors and Affiliations

  • Inés Couso
    • 1
  • Didier Dubois
    • 2
  1. 1.Universidad OviedoGijonSpain
  2. 2.IRIT-CNRSToulouseFrance

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