Introduction to Imprecise Probabilities

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.

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.