Sankhya: The Indian Journal of Statistics

1999, Volume 61, Series A, Pt. 3, 358-361

UPPER PROBABILITIES AND ADDITIVITY

By

MASSIMO MARINACCI, Universitá di Bologna, Bologna

SUMMARY. We show that symmetric and coherent Choquet capacities, a class of upper probabilities arising in many robustness models, are additive under a fairly mild condition.

AMS (1991) subject classification. Primary 60A05. secondary 28A12.

Key words and phrases. Upper probabilities, symmetric capacities.

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