On the Existence of Subjective Upper and Lower Probabilities
On the Existence of Subjective Upper and Lower Probabilities
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论主观上、下概率的存在
DOI：
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发表时间：
1997
影响因子：
1.7
通讯作者：
Fabrice Philippe
中科院分区：
文献类型：
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作者：
J. Jaffray;Fabrice Philippe
在不确定条件下的偏好与由线性效用理论建模的不精确风险下的偏好之间的一致性表明，在具有固定的上、下概率线性组合的不精确概率事件上，Choquite能力必须重合。这一结果被用来推导出所有事件存在主观上概率和下概率的条件。
Consistency between preference under uncertainty modeled by Choquet expected utility theory and preference under imprecise risk (a particular situation of uncertainty characterized by the existence of objective upper and lower probabilities) modeled by linear utility theory is shown to imply that the Choquet capacity must coincide on the imprecisely probabilized events with a fixed linear combination of their upper and lower probabilities. This result is used to derive conditions for the existence of subjective upper and lower probabilities on all the events.