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FOURTH
INTERNATIONAL SYMPOSIUM ON

IMPRECISE PROBABILITIES AND THEIR APPLICATIONS

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Carnegie Mellon University

Pittsburgh, PA, USA

July 20-23 2005

#
ISIPTA'05 ELECTRONIC PROCEEDINGS

## Charles Geyer, Radu Lazar, Glen Meeden

# Computing the Join Range of a Set of Expectations

### Abstract

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.

** Paper Download **

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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: **

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