hig.sePublikasjoner
Endre søk
RefereraExporteraLink to record
Permanent link

Direct link
Referera
Referensformat
  • apa
  • harvard-cite-them-right
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • Annet format
Fler format
Språk
  • sv-SE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • de-DE
  • Annet språk
Fler språk
Utmatningsformat
  • html
  • text
  • asciidoc
  • rtf
Discrete Second-order Probability Distributions that Factor into Marginals
Högskolan i Gävle, Akademin för teknik och miljö, Avdelningen för elektronik, matematik och naturvetenskap, Matematik. (Matematik)
2011 (engelsk)Inngår i: Proceedings of the Seventh International Symposium on Imprecise Probabilities: Theories and Applications / [ed] Frank Coolen, Gert de Cooman, Thomas Fetz, Michael Oberguggenberger, SIPTA , 2011, s. 335-342Konferansepaper, Publicerat paper (Fagfellevurdert)
Abstract [en]

In realistic decision problems there is more often than not uncertainty in the background information. As for representation of uncertain or imprecise probability values, second-order probability, i.e. probability distributions over probabilities, offers an option. With a subjective view of probability second-order probability would seem to be impractical since it is hard for a person to construct a second-order distributions that reflects his or her beliefs. From the perspective of probability as relative frequency the task of constructing or updating a second-order probability distribution from data is somewhat easier. Here a very simple model for updating lower bounds of probabilities is employed. But the difficulties in choosing second-order distributions may be further alleviated if structural properties are considered. Either some of the probability values are dependent in some way, e.g. that they are known to be almost equal, or they are not dependent in any other way than what follows from that the values sum to one. In this work we present the unique family of discrete second-order probability distributions that correspond to the case where dependence is limited. These distributions are shown to have the property that the joint distributions are equal to normalised products of marginal distributions. The distribution family introduced here is a generalisation of a special case of the multivariate Pólya distribution and is shown to be conjugate prior to a compound hypergeometric distribution.

sted, utgiver, år, opplag, sider
SIPTA , 2011. s. 335-342
Emneord [en]
Discrete probability, second-order probability, imprecise probability, multivariate Pólya distribution, conjugate prior, compound hypergeometric likelihood.
HSV kategori
Identifikatorer
URN: urn:nbn:se:hig:diva-9807ISI: 000323983600036Scopus ID: 2-s2.0-84883215401ISBN: 978-3-902652-40-9 (tryckt)OAI: oai:DiVA.org:hig-9807DiVA, id: diva2:432108
Konferanse
7th International Symposium on Imprecise Probabilities: Theories and Applications (ISIPTA), July 25-28, 2011, Innsbruck, Austria
Tilgjengelig fra: 2011-09-01 Laget: 2011-07-30 Sist oppdatert: 2018-03-13bibliografisk kontrollert

Open Access i DiVA

fulltext(303 kB)315 nedlastinger
Filinformasjon
Fil FULLTEXT01.pdfFilstørrelse 303 kBChecksum SHA-512
fd30644757c2b7f9c94fff18a9c2ed5a0f0c36f35e1eb672f1bdff04b8bf860352c36f1a14d17c9078c7491dd16f6f291ece63fbd5d4a72db9872f9ca06febcb
Type fulltextMimetype application/pdf

Andre lenker

Scopushttp://www.sipta.org/isipta11/index.php?id=paper&paper=038.html

Personposter BETA

Sundgren, David

Søk i DiVA

Av forfatter/redaktør
Sundgren, David
Av organisasjonen

Søk utenfor DiVA

GoogleGoogle Scholar
Totalt: 315 nedlastinger
Antall nedlastinger er summen av alle nedlastinger av alle fulltekster. Det kan for eksempel være tidligere versjoner som er ikke lenger tilgjengelige

isbn
urn-nbn

Altmetric

isbn
urn-nbn
Totalt: 133 treff
RefereraExporteraLink to record
Permanent link

Direct link
Referera
Referensformat
  • apa
  • harvard-cite-them-right
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • Annet format
Fler format
Språk
  • sv-SE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • de-DE
  • Annet språk
Fler språk
Utmatningsformat
  • html
  • text
  • asciidoc
  • rtf