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Hardcover. Condizione: new. Hardcover. This book has two main purposes. On the one hand, it provides aconcise and systematic development of the theory of lower previsions,based on the concept of acceptability, in spirit of the work ofWilliams and Walley. On the other hand, it also extends this theory todeal with unbounded quanti…ties, which abound in practicalapplications. Following Williams, we start out with sets of acceptable gambles. Fromthose, we derive rationality criteria---avoiding sure loss andcoherence---and inference methods---natural extension---for(unconditional) lower previsions. We then proceed to study variousaspects of the resulting theory, including the concept of expectation(linear previsions), limits, vacuous models, classical propositionallogic, lower oscillations, and monotone convergence. We discussn-monotonicity for lower previsions, and relate lower previsions withChoquet integration, belief functions, random sets, possibilitymeasures, various integrals, symmetry, and representation theoremsbased on the Bishop-De Leeuw theorem. Next, we extend the framework of sets of acceptable gambles to consideralso unbounded quantities. As before, we again derive rationalitycriteria and inference methods for lower previsions, this time alsoallowing for conditioning. We apply this theory to constructextensions of lower previsions from bounded random quantities to alarger set of random quantities, based on ideas borrowed from thetheory of Dunford integration. A first step is to extend a lower prevision to random quantities thatare bounded on the complement of a null set (essentially boundedrandom quantities). This extension is achieved by a natural extensionprocedure that can be motivated by a rationality axiom stating thatadding null random quantities does not affect acceptability. In a further step, we approximate unbounded random quantities by asequences of bounded ones, and, in essence, we identify those forwhich the induced lower prevision limit does not depend on the detailsof the approximation. We call those random quantities 'previsible'. Westudy previsibility by cut sequences, and arrive at a simplesufficient condition. For the 2-monotone case, we establish a Choquetintegral representation for the extension. For the general case, weprove that the extension can always be written as an envelope ofDunford integrals. We end with some examples of the theory. Written by authorities in the field, Lower Previsions illustrates how the theory of Lower Previsions can be extended to cover a larger set of random quantities. The text highlights a crucial problem in the theory of imprecise probability and provides a detailed theory on how to resolve it. Shipping may be from multiple locations in the US or from the UK, depending on stock availability.
Lingua: Inglese
Editore: Wiley, 2014
Serie: Libro 260 di 358 - Wiley Series in Probability and Statistics
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Introduction to Imprecise Probabilities
Augustin, Thomas (EDT); Coolen, Frank P. A. (EDT); De Cooman, Gert (EDT); Troffaes, Matthias C. M. (EDT)
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Editore: Wiley, 2014
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Introduction to Imprecise Probabilities
Augustin, Thomas (EDT); Coolen, Frank P. A. (EDT); De Cooman, Gert (EDT); Troffaes, Matthias C. M. (EDT)
Lingua: Inglese
Editore: Wiley, 2014
Serie: Libro 260 di 358 - Wiley Series in Probability and Statistics
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Hardback. Condizione: New. This book has two main purposes. On the one hand, it provides aconcise and systematic development of the theory of lower previsions,based on the concept of acceptability, in spirit of the work ofWilliams and Walley. On the other hand, it also extends this theory todeal with unbounded quantities, which…abound in practicalapplications. Following Williams, we start out with sets of acceptable gambles. Fromthose, we derive rationality criteria---avoiding sure loss andcoherence---and inference methods---natural extension---for(unconditional) lower previsions. We then proceed to study variousaspects of the resulting theory, including the concept of expectation(linear previsions), limits, vacuous models, classical propositionallogic, lower oscillations, and monotone convergence. We discussn-monotonicity for lower previsions, and relate lower previsions withChoquet integration, belief functions, random sets, possibilitymeasures, various integrals, symmetry, and representation theoremsbased on the Bishop-De Leeuw theorem. Next, we extend the framework of sets of acceptable gambles to consideralso unbounded quantities. As before, we again derive rationalitycriteria and inference methods for lower previsions, this time alsoallowing for conditioning. We apply this theory to constructextensions of lower previsions from bounded random quantities to alarger set of random quantities, based on ideas borrowed from thetheory of Dunford integration. A first step is to extend a lower prevision to random quantities thatare bounded on the complement of a null set (essentially boundedrandom quantities). This extension is achieved by a natural extensionprocedure that can be motivated by a rationality axiom stating thatadding null random quantities does not affect acceptability. In a further step, we approximate unbounded random quantities by asequences of bounded ones, and, in essence, we identify those forwhich the induced lower prevision limit does not depend on the detailsof the approximation. We call those random quantities 'previsible'. Westudy previsibility by cut sequences, and arrive at a simplesufficient condition. For the 2-monotone case, we establish a Choquetintegral representation for the extension. For the general case, weprove that the extension can always be written as an envelope ofDunford integrals. We end with some examples of the theory.
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Serie: Libro 258 di 358 - Wiley Series in Probability and Statistics
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Condizione: New. Written by authorities in the field, Lower Previsions illustrates how the theory of Lower Previsions can be extended to cover a larger set of random quantities. The text highlights a crucial problem in the theory of imprecise probability and provides a detailed theory on how to resolve it. Series: Wiley Series i…n Probability and Statistics. Num Pages: 448 pages, Illustrations. BIC Classification: PBT. Category: (P) Professional & Vocational; (UP) Postgraduate, Research & Scholarly; (UU) Undergraduate. Dimension: 237 x 151 x 26. Weight in Grams: 696. . 2014. . . . .
Lingua: Inglese
Editore: John Wiley & Sons, 2014
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Condizione: New. * The first book to chart the development and applications of this growing subject. * Provides a comprehensive introduction to imprecise probabilities, including theory and applications reflecting the current state of the art. * Each chapter is written by leading experts in their field. Editor(s): Augustin, Thom…as; Coolen, Frank P. A.; de Cooman, Gert; Troffaes, Matthias C. M. Series: Wiley Series in Probability and Statistics. Num Pages: 448 pages, black & white illustrations, black & white tables, figures, graphs. BIC Classification: PBT. Category: (P) Professional & Vocational. Dimension: 179 x 245 x 26. Weight in Grams: 838. . 2014. 1st Edition. Hardcover. . . . .
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Condizione: New. Written by authorities in the field, Lower Previsions illustrates how the theory of Lower Previsions can be extended to cover a larger set of random quantities. The text highlights a crucial problem in the theory of imprecise probability and provides a detailed theory on how to resolve it. Series: Wiley Series i…n Probability and Statistics. Num Pages: 448 pages, Illustrations. BIC Classification: PBT. Category: (P) Professional & Vocational; (UP) Postgraduate, Research & Scholarly; (UU) Undergraduate. Dimension: 237 x 151 x 26. Weight in Grams: 696. . 2014. . . . . Books ship from the US and Ireland.
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Condizione: New. * The first book to chart the development and applications of this growing subject. * Provides a comprehensive introduction to imprecise probabilities, including theory and applications reflecting the current state of the art. * Each chapter is written by leading experts in their field. Editor(s): Augustin, Thom…as; Coolen, Frank P. A.; de Cooman, Gert; Troffaes, Matthias C. M. Series: Wiley Series in Probability and Statistics. Num Pages: 448 pages, black & white illustrations, black & white tables, figures, graphs. BIC Classification: PBT. Category: (P) Professional & Vocational. Dimension: 179 x 245 x 26. Weight in Grams: 838. . 2014. 1st Edition. Hardcover. . . . . Books ship from the US and Ireland.
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Hardcover. Condizione: new. Hardcover. This book has two main purposes. On the one hand, it provides aconcise and systematic development of the theory of lower previsions,based on the concept of acceptability, in spirit of the work ofWilliams and Walley. On the other hand, it also extends this theory todeal with unbounded quanti…ties, which abound in practicalapplications. Following Williams, we start out with sets of acceptable gambles. Fromthose, we derive rationality criteria---avoiding sure loss andcoherence---and inference methods---natural extension---for(unconditional) lower previsions. We then proceed to study variousaspects of the resulting theory, including the concept of expectation(linear previsions), limits, vacuous models, classical propositionallogic, lower oscillations, and monotone convergence. We discussn-monotonicity for lower previsions, and relate lower previsions withChoquet integration, belief functions, random sets, possibilitymeasures, various integrals, symmetry, and representation theoremsbased on the Bishop-De Leeuw theorem. Next, we extend the framework of sets of acceptable gambles to consideralso unbounded quantities. As before, we again derive rationalitycriteria and inference methods for lower previsions, this time alsoallowing for conditioning. We apply this theory to constructextensions of lower previsions from bounded random quantities to alarger set of random quantities, based on ideas borrowed from thetheory of Dunford integration. A first step is to extend a lower prevision to random quantities thatare bounded on the complement of a null set (essentially boundedrandom quantities). This extension is achieved by a natural extensionprocedure that can be motivated by a rationality axiom stating thatadding null random quantities does not affect acceptability. In a further step, we approximate unbounded random quantities by asequences of bounded ones, and, in essence, we identify those forwhich the induced lower prevision limit does not depend on the detailsof the approximation. We call those random quantities 'previsible'. Westudy previsibility by cut sequences, and arrive at a simplesufficient condition. For the 2-monotone case, we establish a Choquetintegral representation for the extension. For the general case, weprove that the extension can always be written as an envelope ofDunford integrals. We end with some examples of the theory. Written by authorities in the field, Lower Previsions illustrates how the theory of Lower Previsions can be extended to cover a larger set of random quantities. The text highlights a crucial problem in the theory of imprecise probability and provides a detailed theory on how to resolve it. Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability.
Lingua: Inglese
Editore: John Wiley & Sons, 2014
Serie: Libro 260 di 358 - Wiley Series in Probability and Statistics
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Condizione: New. In recent years, the theory has become widely accepted and has been further developed, but a detailed introduction is needed in order to make the material available and accessible to a wide audience. This will be the first book providing such an introductio.
Lingua: Inglese
Editore: John Wiley and Sons Inc, US, 2014
Serie: Libro 258 di 358 - Wiley Series in Probability and Statistics
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Hardback. Condizione: New. This book has two main purposes. On the one hand, it provides aconcise and systematic development of the theory of lower previsions,based on the concept of acceptability, in spirit of the work ofWilliams and Walley. On the other hand, it also extends this theory todeal with unbounded quantities, which…abound in practicalapplications. Following Williams, we start out with sets of acceptable gambles. Fromthose, we derive rationality criteria---avoiding sure loss andcoherence---and inference methods---natural extension---for(unconditional) lower previsions. We then proceed to study variousaspects of the resulting theory, including the concept of expectation(linear previsions), limits, vacuous models, classical propositionallogic, lower oscillations, and monotone convergence. We discussn-monotonicity for lower previsions, and relate lower previsions withChoquet integration, belief functions, random sets, possibilitymeasures, various integrals, symmetry, and representation theoremsbased on the Bishop-De Leeuw theorem. Next, we extend the framework of sets of acceptable gambles to consideralso unbounded quantities. As before, we again derive rationalitycriteria and inference methods for lower previsions, this time alsoallowing for conditioning. We apply this theory to constructextensions of lower previsions from bounded random quantities to alarger set of random quantities, based on ideas borrowed from thetheory of Dunford integration. A first step is to extend a lower prevision to random quantities thatare bounded on the complement of a null set (essentially boundedrandom quantities). This extension is achieved by a natural extensionprocedure that can be motivated by a rationality axiom stating thatadding null random quantities does not affect acceptability. In a further step, we approximate unbounded random quantities by asequences of bounded ones, and, in essence, we identify those forwhich the induced lower prevision limit does not depend on the detailsof the approximation. We call those random quantities 'previsible'. Westudy previsibility by cut sequences, and arrive at a simplesufficient condition. For the 2-monotone case, we establish a Choquetintegral representation for the extension. For the general case, weprove that the extension can always be written as an envelope ofDunford integrals. We end with some examples of the theory.
Lingua: Inglese
Editore: John Wiley & Sons Inc, New York, 2014
Serie: Libro 258 di 358 - Wiley Series in Probability and Statistics
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- Prima edizione
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Hardcover. Condizione: new. Hardcover. This book has two main purposes. On the one hand, it provides aconcise and systematic development of the theory of lower previsions,based on the concept of acceptability, in spirit of the work ofWilliams and Walley. On the other hand, it also extends this theory todeal with unbounded quanti…ties, which abound in practicalapplications. Following Williams, we start out with sets of acceptable gambles. Fromthose, we derive rationality criteria---avoiding sure loss andcoherence---and inference methods---natural extension---for(unconditional) lower previsions. We then proceed to study variousaspects of the resulting theory, including the concept of expectation(linear previsions), limits, vacuous models, classical propositionallogic, lower oscillations, and monotone convergence. We discussn-monotonicity for lower previsions, and relate lower previsions withChoquet integration, belief functions, random sets, possibilitymeasures, various integrals, symmetry, and representation theoremsbased on the Bishop-De Leeuw theorem. Next, we extend the framework of sets of acceptable gambles to consideralso unbounded quantities. As before, we again derive rationalitycriteria and inference methods for lower previsions, this time alsoallowing for conditioning. We apply this theory to constructextensions of lower previsions from bounded random quantities to alarger set of random quantities, based on ideas borrowed from thetheory of Dunford integration. A first step is to extend a lower prevision to random quantities thatare bounded on the complement of a null set (essentially boundedrandom quantities). This extension is achieved by a natural extensionprocedure that can be motivated by a rationality axiom stating thatadding null random quantities does not affect acceptability. In a further step, we approximate unbounded random quantities by asequences of bounded ones, and, in essence, we identify those forwhich the induced lower prevision limit does not depend on the detailsof the approximation. We call those random quantities 'previsible'. Westudy previsibility by cut sequences, and arrive at a simplesufficient condition. For the 2-monotone case, we establish a Choquetintegral representation for the extension. For the general case, weprove that the extension can always be written as an envelope ofDunford integrals. We end with some examples of the theory. Written by authorities in the field, Lower Previsions illustrates how the theory of Lower Previsions can be extended to cover a larger set of random quantities. The text highlights a crucial problem in the theory of imprecise probability and provides a detailed theory on how to resolve it. Shipping may be from our Sydney, NSW warehouse or from our UK or US warehouse, depending on stock availability.
Lingua: Inglese
Editore: John Wiley & Sons Jun 2014, 2014
Serie: Libro 260 di 358 - Wiley Series in Probability and Statistics
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Buch. Condizione: Neu. Neuware - In recent years, the theory has become widely accepted and has been further developed, but a detailed introduction is needed in order to make the material available and accessible to a wide audience. This will be the first book providing such an introduction, covering core theory and recent devel…opments which can be applied to many application areas. All authors of individual chapters are leading researchers on the specific topics, assuring high quality and up-to-date contents.An Introduction to Imprecise Probabilities provides a comprehensive introduction to imprecise probabilities, including theory and applications reflecting the current state if the art. Each chapter is written by experts on the respective topics, including: Sets of desirable gambles; Coherent lower (conditional) previsions; Special cases and links to literature; Decision making; Graphical models; Classification; Reliability and risk assessment; Statistical inference; Structural judgments; Aspects of implementation (including elicitation and computation); Models in finance; Game-theoretic probability; Stochastic processes (including Markov chains); Engineering applications.Essential reading for researchers in academia, research institutes and other organizations, as well as practitioners engaged in areas such as risk analysis and engineering.
Introduction to Imprecise Probabilities
Augustin, Thomas (EDT); Coolen, Frank P. A. (EDT); De Cooman, Gert (EDT); Troffaes, Matthias C. M. (EDT)
Lingua: Inglese
Editore: Wiley, 2014
Serie: Libro 260 di 358 - Wiley Series in Probability and Statistics
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Condizione: As New. Unread book in perfect condition.
