Study of the Probabilistic Information of a Random Set

Given a random set coming from the imprecise observation of a random variable, we study how to model the information about the distribution of this random variable. Specifically, we investigate whether the information given by the upper and lower probabilities induced by the random set is equivalent to the one given by the class of the distributions of the measurable selections; together with sufficient conditions for this, we also give examples showing that they are not equivalent in all cases. Keywords random sets, upper and lower probabilities, measurable selections, Choquet integral

• Type: Conference
• Year: 2003
• Where: ISIPTA
• Authors: Enrique Miranda, Inés Couso, Pedro Gil
• Keywords: ISIPTA 2003, Lower Probabilities, Mathematics, Random Sets, Random Variable