A Boolean-valued probability theory
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Ivan Kramosil (1978)
Kybernetika
J. Kucharczak (1973)
Colloquium Mathematicae
Sergio Fajardo (1992)
Revista colombiana de matematicas
Kazimierz Urbanik (1987)
Colloquium Mathematicum
M.A. Gil, R. Ferez, P. Gil (1989)
Metrika
Chan, Hei-Chi (2004)
International Journal of Mathematics and Mathematical Sciences
Josef Štěpán (1994)
Kybernetika
W. Wysocki (1988)
Applicationes Mathematicae
Doron Sonsino (2010)
ESAIM: Probability and Statistics
We define a notion of delta-variance maximization and show it implies epsilon-proximity in expactations.
Doron Sonsino (2000)
ESAIM: Probability and Statistics
Angelina Ilić-Stepić (2010)
Publications de l'Institut Mathématique
Josef Štěpán (1984)
Commentationes Mathematicae Universitatis Carolinae
Ivan Kramosil (2002)
Kybernetika
It is a well-known fact that the Dempster combination rule for combination of uncertainty degrees coming from two or more sources is legitimate only if the combined empirical data, charged with uncertainty and taken as random variables, are statistically (stochastically) independent. We shall prove, however, that for a particular but large enough class of probability measures, an analogy of Dempster combination rule, preserving its extensional character but using some nonstandard and boolean-like...
Ivan Kramosil (1988)
Kybernetika
Sergio Albeverio, Zhi-Ming Ma (1991)
Forum mathematicum
Fu, Ke-Ang (2010)
Journal of Inequalities and Applications [electronic only]
Jiřina Vejnarová (1998)
Kybernetika
This contribution introduces the marginal problem, where marginals are not given precisely, but belong to some convex sets given by systems of intervals. Conditions, under which the maximum entropy solution of this problem can be obtained via classical methods using maximum entropy representatives of these convex sets, are presented. Two counterexamples illustrate the fact, that this property is not generally satisfied. Some ideas of an alternative approach are presented at the end of the paper.
Albert Raugi (2009)
Annales de l'I.H.P. Probabilités et statistiques
Let be a standard probability space. We say that a sub-σ-algebra of decomposes μ in an ergodic way if any regular conditional probability with respect to andμ satisfies, for μ-almost every x∈X, . In this case the equality , gives us an integral decomposition in “-ergodic” components. For any sub-σ-algebra of , we denote by the smallest sub-σ-algebra of containing and the collection of all setsAin satisfyingμ(A)=0. We say that isμ-complete if . Let be a non-empty family...
Anzelm Iwanik (1989)
Acta Universitatis Carolinae. Mathematica et Physica
Silvano Holzer, Carlo Sempi (1986)
Stochastica
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