We provide (in a finite setting) a closed form expression for the lower envelope of the set of all the possible Bayesian posteriors derivable from a possibly incomplete or imprecise prior distribution (giving rise to a 2-monotone capacity) and a likelihood function.
Bayesian Updating under Incomplete or Imprecise Information in Finite Spaces
COLETTI, Giulianella;PETTURITI, DAVIDE;
2015
Abstract
We provide (in a finite setting) a closed form expression for the lower envelope of the set of all the possible Bayesian posteriors derivable from a possibly incomplete or imprecise prior distribution (giving rise to a 2-monotone capacity) and a likelihood function.File in questo prodotto:
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