Accession Number : AD0642548

Title :   UPPER AND LOWER PROBABILITIES GENERATED BY A RANDOM CLOSED INTERVAL.

Descriptive Note : Technical rept.,

Corporate Author : HARVARD UNIV CAMBRIDGE MASS DEPT OF STATISTICS

Personal Author(s) : Dempster,A. P.

Report Date : 13 OCT 1966

Pagination or Media Count : 24

Abstract : 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)

Descriptors :   (*PROBABILITY, DISTRIBUTION THEORY), SET THEORY, DECISION THEORY, BINOMIALS, SAMPLING, STOCHASTIC PROCESSES

Subject Categories : Statistics and Probability

Distribution Statement : APPROVED FOR PUBLIC RELEASE