Introduction to Imprecise Probabilities (Wiley Series in Probability and Statistics) - Hardcover

Hardcover

ISBN 10: 0470973811 ISBN 13: 9780470973813

Publisher: Wiley, 2014

Synopsis

In recent years, the theory has become widely accepted and has been further developed, but a detailed introduction is needed in order to make the material available and accessible to a wide audience. This will be the first book providing such an introduction, covering core theory and recent developments which can be applied to many application areas. All authors of individual chapters are leading researchers on the specific topics, assuring high quality and up-to-date contents.

An Introduction to Imprecise Probabilities provides a comprehensive introduction to imprecise probabilities, including theory and applications reflecting the current state if the art. Each chapter is written by experts on the respective topics, including: Sets of desirable gambles; Coherent lower (conditional) previsions; Special cases and links to literature; Decision making; Graphical models; Classification; Reliability and risk assessment; Statistical inference; Structural judgments; Aspects of implementation (including elicitation and computation); Models in finance; Game-theoretic probability; Stochastic processes (including Markov chains); Engineering applications.

Essential reading for researchers in academia, research institutes and other organizations, as well as practitioners engaged in areas such as risk analysis and engineering.

About this title

About the Author:

Thomas Augustin, Department of Statistics, University of Munich, Germany.

Frank Coolen, Department of Mathematical Sciences, Durham University, UK.

Gert de Cooman, Research Professor in Uncertainty Modelling and Systems Science, Ghent University, Belgium.

Matthias Troffaes, Department of Mathematical Sciences, Durham University, UK.

About this edition

• Publisher: Wiley
• Publication date: 2014
• ISBN 10: 0470973811
• ISBN 13: 9780470973813
• Binding: Hardcover
• Edition number: 1
• Number of pages: 448
• Editor: Augustin Thomas, Coolen Frank P. A., De Cooman Gert, Troffaes Matthias C. M.