Upper and Lower Probabilities Induced by a Multivalued Mapping

Abstract

A multivalued mapping from a space $X$ to a space $S$ carries a probability measure defined over subsets of $X$ into a system of upper and lower probabilities over subsets of $S$. Some basic properties of such systems are explored in Sections 1 and 2. Other approaches to upper and lower probabilities are possible and some of these are related to the present approach in Section 3. A distinctive feature of the present approach is a rule for conditioning, or more generally, a rule for combining sources of information, as discussed in Sections 4 and 5. Finally, the context in statistical inference from which the present theory arose is sketched briefly in Section 6.