Computing Lower Expectations with Kuznetsov's Independence Condition

Kuznetsov’s condition says that variables X and Y are independent when any product of bounded functions f(X) and g(Y) behaves in a certain way: the interval of expected values E[f(X)g(Y)] must be equal to the interval product E[f(X)]×E[g(Y)]. The main result of this paper shows how to compute lower expectations using Kuznetsov’s condition. We also generalize Kuznetsov’s condition to conditional expectation intervals, and study the relationship between Kuznetsov’s conditional condition and the semi-graphoid properties. Keywords sets of probability distributions, lower expectations, probability intervals, expectation intervals, independence concepts

• Type: Conference
• Year: 2003
• Where: ISIPTA
• Authors: Fabio Gagliardi Cozman
• Keywords: Expectation Intervals, ISIPTA 2003, Kuznetsov’s Condition, Kuznetsov’s Conditional Condition, Mathematics