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June, 1968 Upper and Lower Probabilities Generated by a Random Closed Interval
A. P. Dempster
Ann. Math. Statist. 39(3): 957-966 (June, 1968). DOI: 10.1214/aoms/1177698328


Within the class of models producing upper and lower probability systems, as discussed in Dempster (1967a), a simple and important subclass may be characterized by random intervals on the line. Detailed expressions are given here for the upper and lower probabilities of a general fixed closed interval determined by a general random closed interval. Such random closed intervals occur in the applications of the general class of models to statistical inference described in Dempster (1966, 1967b, 1968). The illustration given here concerns inference about binomial $p$ and stresses the flexibility allowed in the introduction of prior information.


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A. P. Dempster. "Upper and Lower Probabilities Generated by a Random Closed Interval." Ann. Math. Statist. 39 (3) 957 - 966, June, 1968.


Published: June, 1968
First available in Project Euclid: 27 April 2007

zbMATH: 0251.62010
MathSciNet: MR238429
Digital Object Identifier: 10.1214/aoms/1177698328

Rights: Copyright © 1968 Institute of Mathematical Statistics

Vol.39 • No. 3 • June, 1968
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