Book description
In recent years, the theory has become widely accepted and has been further developed, but a detailed introduction is needed in order to make the material available and accessible to a wide audience. This will be the first book providing such an introduction, covering core theory and recent developments which can be applied to many application areas. All authors of individual chapters are leading researchers on the specific topics, assuring high quality and up-to-date contents.
An Introduction to Imprecise Probabilities provides a comprehensive introduction to imprecise probabilities, including theory and applications reflecting the current state if the art. Each chapter is written by experts on the respective topics, including: Sets of desirable gambles; Coherent lower (conditional) previsions; Special cases and links to literature; Decision making; Graphical models; Classification; Reliability and risk assessment; Statistical inference; Structural judgments; Aspects of implementation (including elicitation and computation); Models in finance; Game-theoretic probability; Stochastic processes (including Markov chains); Engineering applications.
Essential reading for researchers in academia, research institutes and other organizations, as well as practitioners engaged in areas such as risk analysis and engineering.
Table of contents
- Cover
- WILEY SERIES IN PROBABILITY AND STATISTICS
- Title Page
- Copyright
- Introduction
- A brief outline of this book
- Guide to the reader
- Contributors
- Acknowledgements
-
Chapter 1: Desirability
- 1.1 Introduction
- 1.2 Reasoning about and with sets of desirable gambles
- 1.3 Deriving and combining sets of desirable gambles
- 1.4 Partial preference orders
- 1.5 Maximally committal sets of strictly desirable gambles
- 1.6 Relationships with other, nonequivalent models
- 1.7 Further reading
- Acknowledgements
- Chapter 2: Lower previsions
- Chapter 3: Structural judgements
- Chapter 4: Special cases
- Chapter 5: Other uncertainty theories based on capacities
- Chapter 6: Game-theoretic probability
- Chapter 7: Statistical inference
- Chapter 7: Statistical inference
- Chapter 8: Decision making
- Chapter 9: Probabilistic graphical models
- Chapter 10: Classification
- Chapter 11: Stochastic processes
- Chapter 12: Financial risk measurement
- Chapter 13: Engineering
- Chapter 14: Reliability and risk
- Chapter 15: Elicitation
- Chapter 16: Computation
- References
- Author index
- Subject index
- WILEY SERIES IN PROBABILITY AND STATISTICS
- End User License Agreement
Product information
- Title: Introduction to Imprecise Probabilities
- Author(s):
- Release date: June 2014
- Publisher(s): Wiley
- ISBN: 9780470973813
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