Robustness as a criterion for selecting a probability distribution under uncertainty

© Springer International Publishing AG 2017. Often, we only have partial knowledge about a probability distribution, and we would like to select a single probability distribution ρ(x) out of all probability distributions which are consistent with the available knowledge. One way to make this selecti...

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Main Authors: Songsak Sriboonchitta, Hung T. Nguyen, Vladik Kreinovich, Olga Kosheleva
Format: Book Series
Published: 2018
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Online Access:https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85012885667&origin=inward
http://cmuir.cmu.ac.th/jspui/handle/6653943832/57131
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Institution: Chiang Mai University
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spelling th-cmuir.6653943832-571312018-09-05T03:35:20Z Robustness as a criterion for selecting a probability distribution under uncertainty Songsak Sriboonchitta Hung T. Nguyen Vladik Kreinovich Olga Kosheleva Computer Science © Springer International Publishing AG 2017. Often, we only have partial knowledge about a probability distribution, and we would like to select a single probability distribution ρ(x) out of all probability distributions which are consistent with the available knowledge. One way to make this selection is to take into account that usually, the values x of the corresponding quantity are also known only with some accuracy. It is therefore desirable to select a distribution which is the most robust—in the sense the x-inaccuracy leads to the smallest possible inaccuracy in the resulting probabilities. In this paper, we describe the corresponding most robust probability distributions, and we show that the use of resulting probability distributions has an additional advantage: it makes related computations easier and faster. 2018-09-05T03:35:19Z 2018-09-05T03:35:19Z 2017-02-01 Book Series 1860949X 2-s2.0-85012885667 10.1007/978-3-319-50742-2_3 https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85012885667&origin=inward http://cmuir.cmu.ac.th/jspui/handle/6653943832/57131
institution Chiang Mai University
building Chiang Mai University Library
country Thailand
collection CMU Intellectual Repository
topic Computer Science
spellingShingle Computer Science
Songsak Sriboonchitta
Hung T. Nguyen
Vladik Kreinovich
Olga Kosheleva
Robustness as a criterion for selecting a probability distribution under uncertainty
description © Springer International Publishing AG 2017. Often, we only have partial knowledge about a probability distribution, and we would like to select a single probability distribution ρ(x) out of all probability distributions which are consistent with the available knowledge. One way to make this selection is to take into account that usually, the values x of the corresponding quantity are also known only with some accuracy. It is therefore desirable to select a distribution which is the most robust—in the sense the x-inaccuracy leads to the smallest possible inaccuracy in the resulting probabilities. In this paper, we describe the corresponding most robust probability distributions, and we show that the use of resulting probability distributions has an additional advantage: it makes related computations easier and faster.
format Book Series
author Songsak Sriboonchitta
Hung T. Nguyen
Vladik Kreinovich
Olga Kosheleva
author_facet Songsak Sriboonchitta
Hung T. Nguyen
Vladik Kreinovich
Olga Kosheleva
author_sort Songsak Sriboonchitta
title Robustness as a criterion for selecting a probability distribution under uncertainty
title_short Robustness as a criterion for selecting a probability distribution under uncertainty
title_full Robustness as a criterion for selecting a probability distribution under uncertainty
title_fullStr Robustness as a criterion for selecting a probability distribution under uncertainty
title_full_unstemmed Robustness as a criterion for selecting a probability distribution under uncertainty
title_sort robustness as a criterion for selecting a probability distribution under uncertainty
publishDate 2018
url https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85012885667&origin=inward
http://cmuir.cmu.ac.th/jspui/handle/6653943832/57131
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