UPPER AND LOWER PROBABILITIES GENERATED BY A RANDOM CLOSED INTERVAL.
HARVARD UNIV CAMBRIDGE MASS DEPT OF STATISTICS
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When the concept of a probability distribution over the points of a line is generalized to the concept of a probability distribution over the closed intervals of a line, the notion of the probability of a Borel set on the line generalizes to the notion of upper and lower probabilities for such a set. Detailed expressions are given for upper and lower probabilities of any closed interval on the line. One illustration of an application to statistical inference is given, concerning inference about binomial p. Attention is drawn to the wide flexibility allowed in the introduction of prior information. Author
- Statistics and Probability