###
3rd International Symposium
on

Imprecise
Probabilities and Their Applications

ISIPTA '03

#####
University of Lugano

Lugano, Switzerland

14-17 July 2003

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ELECTRONIC PROCEEDINGS

# Computing lower expectations with Kuznetsov's independence condition

### Abstract

Kuznetsov's condition says that variables X and Y are
independent when any product of bounded functions f(X) and
g(Y) behaves in a certain way: the interval of expected
values E[f(X)g(Y)] must be equal to the interval
product E[f(X)] . E[g(Y)].
The main result of this paper shows how to compute lower
expectations using Kuznetsov's condition. We also generalize
Kuznetsov's condition to conditional expectation intervals,
and study the relationship between Kuznetsov's conditional
condition and the semi-graphoid properties.

** Keywords. ** Sets of probability distributions, lower expectations, expectation intervals, independence concepts.

**Paper Download **

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** Authors addresses: **

Av. Prof. Mello Moraes, 2231

Cidade Univesitaria, CEP 05508-900

Sao Paulo, SP - BRAZIL

** E-mail addresses: **

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