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.
Über den Autor
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.