Cookies

We use cookies to ensure that we give you the best experience on our website. By continuing to browse this repository, you give consent for essential cookies to be used. You can read more about our Privacy and Cookie Policy.


Durham Research Online
You are in:

A Cantelli-type inequality for constructing non-parametric p-boxes based on exchangeability.

Troffaes, Matthias C. M. and Basu, Tathagata (2019) 'A Cantelli-type inequality for constructing non-parametric p-boxes based on exchangeability.', in Proceedings of the Eleventh International Symposium on Imprecise Probabilities : Theories and Applications. , pp. 386-393. Proceedings of machine learning research. (103).

Abstract

In this paper we prove a new probability inequality that can be used to construct p-boxes in a non-parametric fashion, using the sample mean and sample standard deviation instead of the true mean and true standard deviation. The inequality relies only on exchangeability and boundedness.

Item Type:Book chapter
Full text:(AM) Accepted Manuscript
Available under License - Creative Commons Attribution.
Download PDF
(187Kb)
Full text:(VoR) Version of Record
Available under License - Creative Commons Attribution.
Download PDF
(187Kb)
Status:Peer-reviewed
Publisher Web site:http://proceedings.mlr.press/v103/troffaes19a.html
Publisher statement:This paper has been published under a Creative Commons Attribution 4.0 International License specified at http://creativecommons.org/licenses/by/4.0/legalcode (human readable summary at http://creativecommons.org/licenses/by/4.0).
Record Created:18 Jun 2019 08:58
Last Modified:20 Aug 2019 13:33

Social bookmarking: del.icio.usConnoteaBibSonomyCiteULikeFacebookTwitterExport: EndNote, Zotero | BibTex
Look up in GoogleScholar | Find in a UK Library