A sandwich theorem for natural extensions. (English) Zbl 1422.62024
Ferraro, Maria Brigida (ed.) et al., Soft methods for data science. Selected papers based on the presentations at the 8th international conference on soft methods in probability and statistics, SMPS 2016, Rome, Italy, September 12–14, 2016. Cham: Springer. Adv. Intell. Syst. Comput. 456, 391-398 (2017).
Summary: The recently introduced weak consistency notions of 2-coherence and 2-convexity are endowed with a concept of 2-coherent, respectively, 2-convex natural extension, whose properties parallel those of the natural extension for coherent lower previsions. We show that some of these extensions coincide in various common instances, thus producing the same inferences.
For the entire collection see [Zbl 1355.62005].
For the entire collection see [Zbl 1355.62005].
MSC:
| 62-07 | Data analysis (statistics) (MSC2010) |
| 62F03 | Parametric hypothesis testing |
| 60A05 | Axioms; other general questions in probability |
Keywords:
2-convex lower previsions; coherent lower previsions; natural extensions; sandwich theorem; weak consistency notions; inference; 2-coherenceReferences:
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