Efficient checking of coherence and propagation of imprecise probability assessments
- Autori: Gilio, A; Biazzo, V; Sanfilippo, G
- Anno di pubblicazione: 2000
- Tipologia: eedings
- Parole Chiave: Coherent probability assessments, propagation, random gain, computation, algorithms
- OA Link: http://hdl.handle.net/10447/51886
We consider the computational difficulties in the checking of coherence and propagation of imprecise probability assessments. We examine the linear structure of the random gain in betting criterion and we propose a general methodology which exploits suitable subsets of the set of values of the random gain. In this way the checking of coherence and propagation amount to examining linear systems with a reduced number of unknowns. We also illustrate an example.