Regular updating

被引：8

作者：

Chateauneuf, Alain ^{[2
]}

Gajdos, Thibault ^{[1
,3
]}

Jaffray, Jean-Yves ^{[4
]}

机构：

[1] Ecole Polytech, CNRS, F-75230 Paris, France

[2] Univ Paris 01, PSE CES, F-75231 Paris 05, France

[3] CERSES, Paris, France

[4] Univ Paris 06, LIP6, Paris, France

来源：

THEORY AND DECISION | 2011年 / 71卷 / 01期

关键词：

Convex capacities; epsilon-contamination; Updating; Full Bayesian updating rule; Regular updating; LOWER PROBABILITIES; AMBIGUOUS BELIEFS; CAPACITIES; UTILITY;

D O I：

10.1007/s11238-010-9203-x

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

We study the Full Bayesian Updating rule for convex capacities. Following a route suggested by Jaffray (IEEE Transactions on Systems, Man and Cybernetics 22(5): 1144-1152, 1992), we define some properties one may want to impose on the updating process, and identify the classes of (convex and strictly positive) capacities that satisfy these properties for the Full BayesianUpdating rule. This allows us to characterize two parametric families of convex capacities: (epsilon,delta)- contaminations (which were introduced, in a slightly different form, by Huber (Robust Statistics, Wiley, New York, 1981)) and epsilon-contaminations.

引用

页码：111 / 128

页数：18

共 18 条

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