IMPRECISE PROBABILITIES AND THEIR APPLICATIONS
29 June - 2 July 1999
On Tuesday 29 June, the day before
the actual ISIPTA symposium begins, there will be three tutorials on some
of the fundamental concepts of imprecise probability. These tutorials are
aimed primarily at students and others who wish to learn more about
the basic ideas, and also at ISIPTA participants who may want to understand
the background to some of the papers that will be presented during the
symposium, especially the papers on decision making, economic applications
and experimental psychology. Unlike the papers presented during ISIPTA,
the tutorials will be mainly concerned with very basic concepts
and not with advanced or recent research.
The three tutorials will cover the following
An introduction to the mathematics of imprecise probabilities
definitions of the various mathematical models
(upper/lower probabilities and previsions, coherence, Choquet capacities,
belief functions, possibility measures, etc.), their mathematical properties,
the relationships between them, definitions of upper and lower expectations
and conditioning rules.
approx. 2:00 hours
An introduction to Ellsberg's paradox, ambiguity aversion and related topics
in experimental psychology
Michael Smithson (Australian National University).
Ellsberg's experiment, and other empirical
work on ambiguity aversion (uncertainty aversion) and related topics. This
tutorial will explain the background to the papers on experimental psychology
and ambiguity aversion that will be presented at the symposium.
approx. 1:00 hour
Decision theories based on non-additive measures of uncertainty
Jean-Yves Jaffray (Université Pierre
et Marie Curie, Paris 6)
non-expected-utility decision theories (i.e.,
alternatives to maximising expected utility), the motivations behind them,
their interpretations, and some basic tools like convex capacities and
the Choquet integral. Most of the ISIPTA papers that are concerned with
decision making and economic applications are based on the concepts covered
in this tutorial.
approx. 2:00 hours
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This page was created on
24 March 1999 and last updated on 19 May 1999.
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