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.
Authors addresses:
Av. Prof. Mello Moraes, 2231
Cidade Univesitaria, CEP 05508-900
Sao Paulo, SP - BRAZIL
E-mail addresses:
| Fabio Cozman | fgcozman@usp.br |
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