Coherent lower previsions in systems modelling: products and aggregation rules

De Cooman, Gert; Troffaes, Matthias C.M.

doi:10.1016/j.ress.2004.03.007

Coherent lower previsions in systems modelling: products and aggregation rules

De Cooman, Gert; Troffaes, Matthias C.M.

Authors

Gert De Cooman

Professor Matthias Troffaes matthias.troffaes@durham.ac.uk
Professor

Abstract

We discuss why coherent lower previsions provide a good uncertainty model for solving generic uncertainty problems involving possibly conflicting expert information. We study various ways of combining expert assessments on different domains, such as natural extension, independent natural extension and the type-I product, as well as on common domains, such as conjunction and disjunction. We provide each of these with a clear interpretation, and we study how they are related. Observing that in combining expert assessments no information is available about the order in which they should be combined, we suggest that the final result should be independent of the order of combination. The rules of combination we study here satisfy this requirement.

Citation

De Cooman, G., & Troffaes, M. C. (2004). Coherent lower previsions in systems modelling: products and aggregation rules. Reliability Engineering & System Safety, 85(1-3), 113-134. https://doi.org/10.1016/j.ress.2004.03.007

Journal Article Type	Article
Publication Date	2004-09
Deposit Date	Feb 29, 2008
Publicly Available Date	May 14, 2009
Journal	Reliability Engineering and System Safety
Print ISSN	0951-8320
Publisher	Elsevier
Peer Reviewed	Peer Reviewed
Volume	85
Issue	1-3
Pages	113-134
DOI	https://doi.org/10.1016/j.ress.2004.03.007
Keywords	Expert information, Coherent lower previsions, Natural extension, Independence, Type-I product, Marginal extension, Conjunction, Disjunction.