Abstract
A formalism for describing different “envelopes” of a family 𝒫 of probability distributions on finite sets is suggested. It incorporates lower and upper probabilities, minimal entropy extensions etc. Properties of a simple heuristical algorithm for finding lower and upper probabilities for a simplex 𝒫(𝒦) of distributions with fixed marginals 𝒦 are discussed. Comparison of certain type of probabilistic and fuzzy envelopes using the same input knowledge 𝒦 is performed.
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The author thanks to all three anonymous referees for their comments and suggestions to improve the presentation of this paper and to J. Frankl for a lot of help with Latex.
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Kříž, O. Envelopes of a simplex of discrete probabilities. Soft Computing 7, 336–343 (2003). https://doi.org/10.1007/s00500-002-0221-7
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DOI: https://doi.org/10.1007/s00500-002-0221-7