Bivariate p-boxes
Bivariate p-boxes
复制标题
双变量 p 框
DOI:
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发表时间:
2016
期刊:
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通讯作者:
Enrique Miranda
中科院分区:
文献类型:
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作者:
Renato Pelessoni;Paolo Vicig;Ignacio Montes;Enrique Miranda
A p-box is a simple generalization of a distribution function, useful to study a random number in the presence of imprecision. We propose an extension of p-boxes to cover imprecise evaluations of pairs of random numbers and term them bivariate p-boxes. We analyze their rather weak consistency properties, since they are at best (but generally not) equivalent to 2-coherence. We therefore focus on the relevant subclass of coherent p-boxes, corresponding to coherent lower probabilities on special domains. Several properties of coherent p-boxes are investigated and compared with those of (one-dimensional) p-boxes or of bivariate distribution functions.