Finitely additive extensions of distribution functions and moment sequences: the coherent lower prevision approach

DOI10.1016/j.ijar.2007.07.007zbMath1204.60003OpenAlexW2062147134MaRDI QIDQ2379296

Yanyan Li

Publication date: 19 March 2010

Published in: International Journal of Approximate Reasoning (Search for Journal in Brave)

Full work available at URL: https://biblio.ugent.be/publication/397873

zbMATH Keywords

moment sequencecomplete monotonicitylower Riemann-Stieltjes integralcoherent lower previsionlower distribution function

Mathematics Subject Classification ID

Probabilistic measure theory (60A10)

Related Items (7)

Stochastic dominance with imprecise information ⋮ Bruno de Finetti and imprecision: imprecise probability does not exist! ⋮ The Hausdorff moment problem under finite additivity ⋮ Inference and risk measurement with the pari-mutuel model ⋮ Representation theorems for partially exchangeable random variables ⋮ Probability boxes on totally preordered spaces for multivariate modelling ⋮ Computing expectations with continuous \(p\)-boxes: univariate case

Cites Work

• \(n\)-monotone exact functionals
• Non-additive measure and integral
• The Hausdorff moment problem under finite additivity
• A unifying approach to integration for bounded positive charges
• Theory of capacities
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