In the theory of imprecise probability it is often of interest to find the range of the expectation of some function over a convex family of probability measures. Here we show how to find the joint range of the expectations of a finite set of functions when the underlying space is finite and the family of probability distributions is defined by finitely many linear constraints.
Keywords. linear constraints, probability assessment, convex family of prior, polytope.
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Authors addresses:
Charles Geyer
Professor Charles Geyer
School of Statistics
University of Minnesota
313 Ford Hall
224 Church St SE,
Minneapolis, MN 55455-0493,
Radu Lazar
313 Ford Hall
School of Statistics
University of Minnesota
Minneapolis, MN 55455
Glen Meeden
School of Statistics University of Minnesota
"313 Ford Hall, 224 Church St. SE",
55455-0493,Minneapolis,MN
USA
E-mail addresses:
| Charles Geyer | charlie@stat.umn.edu |
| Radu Lazar | lazar@stat.umn.edu |
| Glen Meeden | glen@stat.umn.edu |
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