×

Some characterizations of lower probabilities and other monotone capacities through the use of Möbius inversion. (English) Zbl 0669.90003

Monotone capacities (on finite sets) of finite or infinite order (lower probabilities) are characterized by properties of their Möbius inverses. A necessary property of probabilities dominating a given capacity is demonstrated through the use of Gale’s theorem for the transshipment problem. This property is shown to be also sufficient if and only if the capacity is monotone of infinite order. A characterization of dominating probabilities specific to capacities of order 2 is also proved.

MSC:

91B06 Decision theory
PDFBibTeX XMLCite
Full Text: DOI

References:

[1] Anger, B., Approximation of Capacities by Measures, (Lecture Notes in Mathematics, 226 (1971), Springer: Springer Berlin), 152-170
[2] Anger, B., Representation of capacities, Math. Ann., 229, 245-258 (1977) · Zbl 0339.31010
[3] Berge, C., Espaces Topologiques, (Fonctions Multivoques (1965), Dunod: Dunod Paris) · Zbl 0164.52902
[4] Bixby, R. E.; Cunningham, W. H.; Tokpis, D. M., The partial order of a polymatroïd extreme point, Math. Oper. Res., 10, 367-378 (1985) · Zbl 0576.90070
[5] Choquet, G., Théorie des capacités, Ann. Inst. Fourier, V, 131-295 (1953), (Grenoble) · Zbl 0064.35101
[6] Cohen, M.; Jaffray, J. Y., Decision making in a case of mixed uncertainty: A normative model, J. Math. Psych., 29, 428-442 (1985) · Zbl 0588.62016
[7] Dellacherie, C., Quelques commentaires sur les prolongements de capacités, Lect. Notes Math., 191, 77-81 (1971), (Sem. Prob. V)
[8] Dempster, A. P., Upper and lower probabilities induced by a multivalued mapping, Ann. Math. Statist., 38, 325-339 (1967) · Zbl 0168.17501
[9] Edmonds, J., Submodular functions, matroïds and certain polyhedra, (Guy, R. L., Combinatorial structures and their apllications (Proc. Calgary Int. Conf. 1969) (1970), Gordon and Breach: Gordon and Breach New York), 69-87 · Zbl 0268.05019
[10] Gale, D., The Theory of Linear Economic Models (1960), Mc Graw Hill: Mc Graw Hill New York · Zbl 0114.12203
[11] Huber, P. J., The use of Choquet capacities in statistics, Bull. Int. Statist. Inst. XLV, 181-188 (1973), Book 4
[12] Huber, P. J., Kapazitäten statt Wahrscheinlichkeiten. Gedanken zur Grundlegung der Statistik, J. der Dt. Math. Verein., 78, 81-92 (1976) · Zbl 0354.62006
[13] Huber, P. J.; Strassen, V., Minimax tests and the Neyman-Pearson lemma for capacities, Ann. Statist., 1, 251-263 (1973) · Zbl 0259.62008
[14] Ishiishi, T., Super-modularity: applications to convex games and to the greedy algorithm for LP, J. Econom. Theory, 25, 283-286 (1981) · Zbl 0478.90092
[15] Karlin, S., Mathematical Methods and Theory in Games, (Programming and Economics, Vol. I (1959), Pergamon Press: Pergamon Press London, Paris) · Zbl 0139.12704
[16] Kyburg, H., The Logical Foundations of Statistical Inference (1974), Reidel: Reidel Dordrecht · Zbl 0335.02001
[17] Levi, I., The Enterprise of Knowledge (1980), MIT Press: MIT Press Cambridge
[18] Papamarcou, A.; Fine, T. L., A note on undominated lower probabilities, The Annals of Probab., 14, 710-723 (1986) · Zbl 0595.60003
[19] Revuz, A., Fonctions croissantes et mesures sur les espaces topologiques ordonnés, Ann. Instit. Fourier, 187-269 (1955), (Grenoble VI) · Zbl 0074.28201
[20] Rota, G. C., Theory of Möbius functions, Z. fur Wahrscheinlichkeitstheorie und Verwandte Gebiete, 2, 340-368 (1964) · Zbl 0121.02406
[21] Shafer, G., A Mathematical Theory of Evidence (1976), Princeton University Press: Princeton University Press Princeton, New Jersey · Zbl 0359.62002
[22] Shafer, G., Allocations of probability, Ann. Prob., 7, 827-839 (1979) · Zbl 0414.60002
[23] Shafer, G., Constructive probability, Synthese, 48, 1-59 (1981) · Zbl 0522.60001
[24] Shapley, L. S., Cores of convex games, Int. J. Game Theory, 1, 11-26 (1971) · Zbl 0222.90054
[25] Wald, A., Statistical Decision Functions (1971), Chelsea Publishing Company: Chelsea Publishing Company Bronx, New York · Zbl 0229.62001
[26] Walley, P.; Fine, T. L., Towards a frequentist theory of upper and lower probability, Ann. Statist., 10, 741-761 (1982) · Zbl 0488.62004
[27] Walley, P.; Fine, T. L., Varieties of modal (classificatory) and comparative probability, Synthese, 41, 321-374 (1979) · Zbl 0442.60005
[28] Wolfenson, M.; Fine, T. L., Bayes-like decision making with upper and lower probabilities, J. Amer. Statist. Assoc., 77, 80-88 (1982) · Zbl 0495.62010
This reference list is based on information provided by the publisher or from digital mathematics libraries. Its items are heuristically matched to zbMATH identifiers and may contain data conversion errors. In some cases that data have been complemented/enhanced by data from zbMATH Open. This attempts to reflect the references listed in the original paper as accurately as possible without claiming completeness or a perfect matching.