Given a finite non-empty set Ω a new type of integral, named super-additive integral, is proposed to define coherent lower previsions on the class of all bounded functions. It is the extension to the class of all bounded random variables of a shift-invariant collection integral with respect to a collection D and a capacity μ. Related coherent upper previsions are also considered.
Construction method of coherent lower and upper previsions based on collection integrals
Serena Doria
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2020-01-01
Abstract
Given a finite non-empty set Ω a new type of integral, named super-additive integral, is proposed to define coherent lower previsions on the class of all bounded functions. It is the extension to the class of all bounded random variables of a shift-invariant collection integral with respect to a collection D and a capacity μ. Related coherent upper previsions are also considered.File in questo prodotto:
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