Transforming probability intervals into other uncertainty models

Sébastien Destercke (1, 2) , Didier Dubois (2) , Eric Chojnacki (1)

1 IRSN - Institut de Radioprotection et de Sûreté Nucléaire
2 IRIT-ADRIA - Argumentation, Décision, Raisonnement, Incertitude et Apprentissage

Probability intervals are imprecise probability assignments over elementary events. They constitute a very convenient tool to model uncertain information : two common cases are confidence intervals on parameters of multinomial distributions built from sample data and expert opinions provided in terms of such intervals. In this paper, we study how probability intervals can be transformed into other uncertainty models such as possibility distributions, Ferson's p-boxes, random sets and Neumaier's clouds.

Mots clés: Probability intervals; random sets; possibility; p-boxes; clouds

Domaines: Informatique [cs]; Autre [cs.OH]; Mathématiques [math]; Probabilités [math.PR]

Sébastien Destercke, Didier Dubois, Eric Chojnacki. Transforming probability intervals into other uncertainty models. European Society For Fuzzy Logic And Technology Conference (EUSFLAT 2007), 2007, Ostrava, Czech Republic. pp.367-373. ⟨irsn-00196700⟩