A unified view of some representations of imprecise probabilities

Sébastien Destercke (1, 2) , Didier Dubois (1, 3)

1 IRIT-ADRIA - Argumentation, Décision, Raisonnement, Incertitude et Apprentissage
2 IRSN - Institut de Radioprotection et de Sûreté Nucléaire
3 CNRS - Centre National de la Recherche Scientifique

Several methods for the practical representation of imprecise probabilities exist such as Ferson's p-boxes, possibility distributions, Neumaier's clouds, and random sets . In this paper some relationships existing between the four kinds of representations are discussed. A cloud as well as a p-box can be modelled as a pair of possibility distributions. We show that a generalized form of p-box is a special kind of belief function and also a special kind of cloud.

Mots clés: imprecise probabilities; p-boxes; clouds; models

Domaines: Autre [cs.OH]; Probabilités [math.PR]

Sébastien Destercke, Didier Dubois. A unified view of some representations of imprecise probabilities. 3rd International Conference on Soft Methods in Probability and Statistics (SMPS 2006), Sep 2006, Bristol, United Kingdom. pp.249-261, ⟨10.1007/3-540-34777-1_30⟩. ⟨irsn-00196446⟩