Symmetric, coherent, choquet capacities

• 成果类型: Article
• 署名作者: Kadane, JB; Wasserman, L
• 刊物名称: ANNALS OF STATISTICS
• ISSN/ISSBN: 0090-5364
• 发表日期: 1996
• 页码: 1250-1264
• 关键词: robust bayesian-analysis; expected utility; minimax tests; probabilities; sensitivity

摘要

Choquet capacities are a generalization of probability measures that arise in robustness, decision theory and game theory. Many capacities that arise in robustness are symmetric or can be transformed into symmetric capacities. We characterize the extreme points of the set of upper distribution functions corresponding to coherent, symmetric Choquet capacities on [0, 1]. We also show that the set of 2-alternating capacities is a simplex and we give a Choquet representation of this set.