ISIPTA'07 - FIFTH INTERNATIONAL SYMPOSIUM ON
IMPRECISE PROBABILITY: THEORIES AND APPLICATIONS

Charles University, Faculty of Mathematicsand Physics
Prague, Czech Republic
16-19 July 2007

ELECTRONIC PROCEEDINGS

Thomas Fetz

Multiparameter models: Probability distributions parameterized by random sets.

Abstract

This paper is devoted to the construction of sets of joint probability measures for the case that the marginal sets of probability measures are generated by probability measures with uncertain parameters where the uncertainty of these parameters is modelled by random sets. Futher we show how different conditions on the choice of the weights of the joint focal sets and on the probability measures associated to these sets lead to different sets of joint probability measures including the cases of strong independence, random set independence and unknown interaction.

Keywords. Random sets, lower and upper probabilities, sets of probability measures, parameterized probability measures, sets of joint probability measures, strong independence, random set independence, unknown interaction.

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Authors addresses:

Institut für Grundlagen der Bauingenieurwissenschaften, AB Technische Mathematik,
Technikerstraße 13, Innsbruck

E-mail addresses:

Thomas Fetz Thomas.Fetz@uibk.ac.at


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