Unifying practical uncertainty representations: II. Clouds

Sébastien Destercke

doi:10.1016/j.ijar.2008.07.004

Unifying practical uncertainty representations: II. Clouds

2008-11-01

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Sébastien Destercke *

DOI：10.1016/j.ijar.2008.07.004

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There exist many simple tools for jointly capturing variability and incomplete information by means of uncertainty representations. Among them are random sets, possibility distributions, probability intervals, and the more recent Ferson's p-boxes and Neumaier's clouds, both defined by pairs of possibility distributions. In the companion paper, we have extensively studied a generalized form of p-box and situated it with respect to other models. This paper focuses on the links between clouds and other representations. Generalized p-boxes are shown to be clouds with comonotonic distributions. In general, clouds cannot always be represented by random sets, in fact not even by two-monotone (convex) capacities. (C) 2008 Elsevier Inc. All rights reserved.

Keyword:

Imprecise probability representations

p-Boxes

Possibility theory

Random sets

Clouds

Probability intervals

Unifying practical uncertainty representations: II. Clouds

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