We generalise the idea of distortion models to the case where the starting model is an imprecise probability model instead of a precise probability. Specifically, we discuss the transformation of a lower probability or a credel set into a more imprecise model, and analyse a number of desirable properties any such transformation should satisfy. Then, we investigate in detail the extension of the total variation distortion model from this perspective.

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Distortions of Imprecise Probabilities

  • David Nieto-Barba,
  • Ignacio Montes,
  • Enrique Miranda

摘要

We generalise the idea of distortion models to the case where the starting model is an imprecise probability model instead of a precise probability. Specifically, we discuss the transformation of a lower probability or a credel set into a more imprecise model, and analyse a number of desirable properties any such transformation should satisfy. Then, we investigate in detail the extension of the total variation distortion model from this perspective.