Subject index

  1. 2-alternating capacity, see 2-monotone capacity
  2. 2-monotone capacity, seealso Choquet integral
    1. probability interval
  3. Γ-maximax
    1. computation
  4. Γ-maximin
    1. computation
  5. Γ-minimax
  6. α-cut
  7. ∞-monotone capacity, seealso Belief function
    1. simulation
  8. σ-additivity
    1. countable subadditivity
  9. σ-field
  10. ε-contamination model, seealso Linear-vacuous approximation
    1. computation
    2. generalized neighbourhood model
  11. k-additivity
  12. n-alternating capacity, see n-monotone capacity
  13. n-monotone capacity

 

  1. Acceptance sampling
  2. Accepting partial gain
    1. desirability
  3. Accepting sure gain
    1. desirability
  4. Accepting sure loss
    1. desirability
  5. Accuracy
    1. discounted
    2. set-accuracy
    3. single-accuracy
  6. Act
  7. Act-state independence
  8. Action, see Act
  9. Addition
    1. desirability
  10. Additive probability, seealso Linear prevision, seealso σ-additivity, 135
  11. ADEH-coherent risk measure, see Artzner, Delbaen, Eber and Heath
  12. Aleatory probabilities, see Frequentist interpretation, see Probability, aleatory
  13. A(n), seealso NPI
  14. Anonymization
  15. Approximation, seealso Computation
  16. Arbitrage
  17. Artificial intelligence
  18. Artzner, Delbaen, Eber and Heath
  19. Assessment, see Lower prevision, assessment, see Elicitation
  20. Assignment, see Elicitation
  21. Asymptotics
  22. Autocorrelation
  23. Avoiding partial loss
    1. desirability
    2. separate coherence
  24. Avoiding sure loss
    1. R-probability
    2. desirability
    3. lower prevision
    4. lower previsions and sets of desirable gambles avoiding partial loss
    5. natural extension
    6. probability interval
  25. Axiom of continuity

 

  1. Backward induction
  2. Backwards recursion
  3. Barycentric representation
  4. Basic probability number, see Mass assignment
  5. Bayes factor
  6. Bayes rule, seealso Generalized Bayes rule
  7. Bayesian inference
    1. generalized
    2. posterior distribution
    3. prior distribution
    4. sensitivity analysis, see Sensitivity analysis, Bayesian
  8. Bayesian model averaging
  9. Bayesian network
  10. Bayesian network classifier
  11. Bayesian sensitivity analysis interpretation, see Sensitivity analysis, Bayesian
  12. Behaviour norms
  13. Behavioural interpretation
    1. elicitation
    2. of probability, see Probability, behavioural interpretation
  14. Belief function, seealso Dempster's rule of combination, seealso ∞-monotone capacity
    1. k-additive
    2. and other approaches
    3. from coarse data
    4. IDM
    5. independence
    6. lower probability
    7. variance
  15. Belief revision
  16. Ben-Haim
  17. Bernoulli data, seealso Beta-Bernoulli model, seealso Beta-Binomial model
    1. NPI
  18. Bernstein basis polynomial
  19. Beta-Bernoulli model
  20. Beta-Binomial model
  21. Beta-distribution
  22. Beta-mixture model
  23. Betting interpretation, see Behavioural interpretation
  24. Betting situation
  25. Binary necessity measure
    1. and other approaches
  26. Binary variable
  27. Binomial tree
  28. Biometrics
  29. BMA, see Bayesian model averaging
  30. Boole
  31. Boolean necessity function
  32. Boolean possibility function
  33. Boolean possibility theory
  34. Branch-and-bound methods
  35. Bucket elimination

 

  1. Calibration
  2. Capacity, seealso 2-monotone capacity, seealso ∞-monotone capacity, seealso n-monotone capacity, seealso Monotone capacity
  3. Capital asset pricing model
  4. Capital process
  5. Carathéodory
  6. Catch-all underestimation bias
  7. Cauchy distribution
  8. Causal independence
  9. Cautious data completion
  10. Censoring, seealso Competing risk
  11. Centered convex risk measure, see Convex risk measure
  12. Central limit theorem
  13. Certainty
  14. Chance
  15. Chebyshev, see Tchebycheff
  16. Children
    1. graphical model
  17. Choice functions, seealso Decision making, sequential seealso Extensive form, seealso Normal form of sequential decision problem conditional
    1. for coherent lower previsions
  18. Choquet
  19. Choquet integral
  20. Civil engineering, seealso Engineering
  21. Class problem
  22. Classification, seealso Credal classifier
    1. based on profile likelihood
    2. random
  23. Classification tree
    1. decision in the leaves
    2. forest
  24. Clearing situation
  25. Cloud
    1. comonotonic
    2. lower prevision
  26. CMA, seealso Naive credal classifier, implementation
  27. Coarse data, seealso Random set, seealso Data imprecision
    1. and belief function
    2. graphical models
  28. Coefficient of ergodicity
    1. Markov chain
  29. Coherence, seealso Separate coherence, seealso Lower prevision, seealso Pairwise coherence, seealso Weak coherence, seealso Generalized Bayes rule, seealso Necessity Measure, seealso Possibility distribution seealso Risk measure
    1. and F-probability
    2. and natural extension
    3. closedness and operations
    4. decision making
    5. derived desirability
    6. desirability
    7. exchangeable
    8. lower envelope of coherent lower previsions
    9. lower prevision
    10. lower prevision and desirable gambles
    11. lower prevision on linear space
    12. lower probability
    13. mixture of coherent lower previsions
    14. of conditional lower prevision seealso Conditional lower prevision, 53
    15. probability interval
    16. risk measures
    17. set of almost desirable gambles
    18. set of almost desirable gambles and exchangeability
    19. set of desirable gambles
      1. coherence
    20. special cases
    21. upper probability
    22. versus convexity
  30. Combining sets of desirable gambles
    1. desirability
  31. Comonotonic cloud
  32. Compatibility relation, see Multi-valued mapping
  33. Competing risk
  34. Completely monotone capacity, see ∞-monotone capacity
  35. Composition
  36. Composition of sub-models, see Graphical model
  37. Computation, seealso Simulation, seealso Improb, seealso Naive credal classifier, implementation
    1. complexity
    2. credal network
    3. engineering
    4. global optimization
    5. linear programming
    6. Markov chain
      1. absorbing state
    7. Markov decision process
    8. maximum entropy
    9. optimisation
    10. TAN
    11. WEKA
  38. Concatenation formula
  39. Conditional belief, seealso Dempster's rule of conditioning, 105
  40. Conditional choice function, see Choice function
  41. Conditional class probability
  42. Conditional epistemic irrelevance
  43. Conditional independence
  44. Conditional linear prevision
    1. lower envelope of conditional linear previsions
  45. Conditional linear previsions
    1. lower envelope of conditional linear previsions
  46. Conditional lower expectation
    1. game-theoretic
  47. Conditional lower prevision seealso Separate coherence, seealso Regular extension seealso W-coherence, seealso Conditional lower probability
    1. and desirability
    2. avoiding partial loss
    3. behavioural interpretation
    4. coherence
    5. coherence (Williams)
    6. coherence with unconditional lower prevision
    7. computation
    8. decision making
    9. definition
    10. natural extension
    11. separate coherence
    12. William's framework
  48. Conditional lower probability, seealso Conditional lower prevision
    1. contingent interpretation
    2. updating interpretation
  49. Conditional sets of desirable gambles
    1. desirability
  50. Conditional upper expectation
    1. game-theoretic
  51. Conditional upper probability
  52. Conditioning, seealso Conditional sets of desirable gambles, seealso Separate coherence, seealso Regular extension, seealso Conditional lower prevision, seealso Dempster's rule of conditioning, seealso Conditional lower probability
    1. credal network
    2. dilation
    3. discrepancies of concepts
    4. focusing
    5. full conditional measures
    6. Kolmogorov
  53. Confidence function
  54. Confidence interval
    1. subjective, see Elicitation
  55. Confidence level
  56. Confidence measure
  57. Configuration
  58. Conflict
  59. Conglomerability
    1. ß-Conglomerability
    2. desirability
    3. full
  60. Conglomerative principle
  61. Conjugacy of lower and upper prevision
    1. self-conjugacy
  62. Conjugate prior
  63. Conservative inference rule
  64. Constructive approach
  65. Contamination neighbourhood model, see ε-contamination model
  66. Contingent interpretation, see Conditional lower prevision, see Conditional lower probability
  67. Contingent lower prevision, see Conditional lower prevision
  68. Continuity
    1. axiom of continuity, seealso σ-additivity,
  69. Convex natural extension
  70. Convex prevision, see Convex risk measure
  71. Convex risk measure
    1. conditional
    2. lower envelope theorem
  72. Cooperative games
  73. Corresponding credal set
  74. Countable subadditivity, see σ-additivity
  75. Counterfactuals
  76. Credal classification tree
    1. tree construction
  77. Credal classifier
  78. Credal dominance
  79. Credal model averaging, see CMA
  80. Credal network
    1. alternatives
    2. computing
    3. continuous variable
    4. dynamic
    5. extensive specification
    6. nonseparately specified
    7. separately specified
  81. Credal set
    1. and desirability
    2. assessment
    3. associated with a lower prevision, see Lower envelope theorem
    4. belief function
    5. conditional
    6. estimation
    7. extreme points
    8. from partial preorder
    9. initial set of probability
    10. lower prevision
    11. marginal
    12. total uncertainty, see Uncertainty measure
    13. uncertainty measure, seealso Uncertainty measure
    14. vacuous
    15. weak*compactness
  82. Credal TAN
  83. Credibility
  84. Cumulative prospect theory, see Prospect theory
  85. Cut-conglomerability

 

  1. D-acc
  2. D-CCU metric
  3. Data completion
    1. cautious, see Cautious data completion
  4. Data imprecision, seealso Cautious data completion
  5. Data representation, seealso Representation invariance principle
    1. imprecision
  6. De Finetti, seealso Walley and de Finetti
  7. De Finetti's representation theorem, see Representation Theorem
  8. Decision making, seealso Act-state independence, seealso Γ-maximax, seealso Γ-maximin, seealso Hurwicz criterion, seealso E-admissibility, seealso Interval dominance, seealso Ellsberg's paradox, seealso Robust Bayesian analysis
    1. classification
    2. computation
    3. engineering
    4. likelihood based
    5. nonsequential
    6. sequential, seealso Decision tree, seealso Normal form of sequential decision problem
      1. solution under linear previsions
  9. Decision network
  10. Decision process, see Markov decision process
  11. Decision theory, see Decision making
  12. Decision tree, seealso Classification tree
  13. Decompositional independence, see Independence, formalist approach
  14. Decreasing failure rate average, see DFRA
  15. Defensive forecasting
  16. Dempster
  17. Dempster's rule of combination seealso Belief function
  18. Dempster's rule of conditioning seealso Conditional belief
  19. Dempster-Shafer-theory, see Belief function
    1. uncertainty measures
  20. Density ratio class
  21. Dependence
  22. Dependency
  23. Descendants
    1. graphical model
  24. Desirability, seealso Strict desirability, seealso Surely desirable, seealso Updating principle, seealso Conglomerative principle
    1. accepting partial gain
    2. accepting sure gain
    3. accepting sure loss
    4. addition
    5. almost
    6. and conditional lower prevision
    7. and credal set
    8. and linear previsions
    9. and lower and upper previsions
    10. and lower previsions
    11. and sets of desirable gambles
    12. avoiding partial loss
    13. avoiding sure loss
    14. coherence
    15. coherent lower previsions and coherent sets of desirable gambles,
    16. combining sets of desirable gambles
    17. conditional sets of desirable gambles
    18. derived coherent sets
    19. deriving sets of desirable gambles
    20. epistemic irrelevance
    21. exchangeability
    22. gamble
    23. independence
    24. lower and upper probability
    25. lower previsions avoiding sure loss and sets of desirable gambles avoiding partial loss
    26. marginal sets of desirable gambles
    27. natural extension, see Natural extension, desirability
    28. partial preference orders
    29. positive scaling
    30. separate coherence
    31. set of desirable gambles
    32. simplified variants of
  25. Determinacy
  26. DFRA
  27. Dilation
  28. Dirichlet distribution
  29. Dirichlet-Multinomial model
  30. Discounted accuracy, see Accuracy, discounted
  31. Discounting parameter
  32. Discrete-time forecasting
  33. Disjunctive fusion, see Information fusion, disjunctive
  34. Disjunctive sets
  35. Distortion
    1. elicitation
  36. Doob
  37. Duality
  38. Dutch risk measures, see Risk Measure, Dutch
  39. Dynamic sequential decision making, see Extensive form, of sequential decision problem
  40. Dynamical modelling, see Stochastic process

 

  1. E-admissibility
    1. calculation
  2. Econometrics
  3. EDM, see IDM, extreme
  4. Einstein
  5. Elicitation
  6. Ellipsoidal model
  7. Ellsberg
  8. Ellsberg's paradox
  9. Engineering
  10. Entropy, see Shannon's entropy
  11. Envelope, seealso Lower envelope
  12. Epistemic
  13. Epistemic certainty
  14. Epistemic independence
    1. in possibility theory
    2. many-to-many independence
    3. many-to-one independence
  15. Epistemic irrelevance
    1. desirability
    2. joint
    3. Markov property, see Markov property, epistemic irrelevance
    4. product
  16. Epistemic logic
  17. Epistemic possibility
  18. Epistemic probability
  19. Epistemic uncertainty
  20. Epistemiological probability
  21. Estimation, seealso UMVU estimator
    1. nonrobustness
    2. of credal sets
  22. Eurocode
  23. Evaluation
  24. Event tree
  25. Evidence theory, seealso Belief function
  26. Evidential independence, see Independence, evidential
  27. Evidential probability
  28. Exchangeability
  29. Exchangeable natural extension
  30. Expected utility, seealso Decision making
  31. Experiment, see Elicitation
  32. Expert judgement
  33. Expert knowledge
  34. Exponential family
  35. Exponential model
  36. Extension, seealso Natural extension, seealso Regular extension
    1. maximally committal
    2. regular and natural extension
  37. Extension principle
  38. Extensive form
    1. of sequential decision problem
    2. solution, seealso Backward induction
  39. Extreme point

 

  1. F-probability
  2. Factorization, see Independence, factorization
  3. Failure mode, see Competing risk
  4. Failure probability
  5. Fair price
  6. Fault trees
  7. Feature problem
  8. Fermat
  9. Fiducial inference
  10. Finance
  11. Financial security
  12. Fine
  13. Finite element
  14. Fisher
  15. Focal set
  16. Focusing
  17. Forecaster, see Game-theoretic probability
  18. Forecasting protocol
  19. Forest
    1. classification tree
  20. Forward irrelevance, see Irrelevance, forward
  21. Fractile range
  22. Frechèt bound
  23. Frequentist approach to IP
  24. Frequentist inference
    1. generalized estimation theory
    2. nonrobustness
    3. outlook
  25. Frequentist interpretation
  26. Friedman test
  27. FS-convex risk measure, see Convex risk measure
  28. Fully conglomerable, see Conglomerability, full
  29. Fundamental interpretative assumption
  30. Fusion
  31. Fuzzy interval
  32. Fuzzy measures, see Capacity
  33. Fuzzy reliability
  34. Fuzzy set
    1. in civil engineering
    2. independence
  35. Föllmer

 

  1. Gärdenfors
  2. Gamble, seealso Marginal gamble
    1. available
    2. decision making
    3. local
    4. optimal set of gambles
    5. unbounded
  3. Gamble space transformations
  4. Game, see Game-theoretic probability
  5. Game-theoretic probability
    1. lower and upper prevision
    2. measure-theoretic implications
  6. Gamma model
  7. Gamma-maximax, see Γ-maximax
  8. Gamma-maximin, see Γ-maximin
  9. GBR, see Generalized Bayes rule
  10. Generalized Bayes rule
    1. and decision making
    2. critique
  11. Generalized linear model
  12. Generic clouds
  13. Genetic programming
  14. Global gamble
  15. Global prevision
  16. Graphical model, seealso Bayesian network, seealso Credal network, seealso Qualitative network, seealso Semi-qualitative network
    1. likelihood based
  17. Graphoid axioms
  18. Grouped data, see Interval data

 

  1. Hampel
  2. Hartfiel
  3. Hartley-like measures
  4. Hausdorff metric
  5. Hidden Markov model
  6. Hierarchical model
    1. likelihood based
  7. Hill-climbing
  8. History of probability
    1. nonadditive
  9. HNCC, see Naive hierarchical credal classifier
  10. HPD interval
  11. Huber
  12. Huber-Strassen theory
  13. Hurwicz
  14. Hurwicz criterion
    1. computation
  15. Hybrid models
  16. Hypothesis testing, seealso Neyman-Pearson testing
    1. Huber-Strassen theory

 

  1. i.i.d. sample
  2. Identifiability
  3. Identification, see Identifiability, see Partial identification
  4. Identification region
  5. Identification set
  6. IDM
    1. alternative, see Logit-Normal model, see NPI
    2. belief function
    3. extreme
    4. global
    5. local
    6. probability interval
  7. IFRA
  8. Ignorance prior
  9. Implementation, see Computation
  10. Imprecise Dirichlet model, see IDM
  11. Imprecise Markov chain, see Markov chain, imprecise
  12. Imprecise parametric statistical model, see Sampling model, imprecise
  13. Imprecise posterior, see Bayesian inference, generalized
  14. Imprecise prior, see Bayesian inference, generalized
  15. Imprecise probability tree
  16. Imprecision, see Data imprecision, see Model imprecision
    1. adjunctive point of view
    2. disjunctive point of view
    3. epistemic point of view
    4. motives
    5. ontological point of view
    6. sensitivity analysis point of view, seealso Sensitivity analysis interpretation
  17. Imprecision and data representation
  18. Improb
    1. Python library
  19. Incomplete data, see Coarse data
  20. Increasing failure rate average, see IFRA
  21. Independence, seealso Epistemic independence seealso Lower envelope, of precise independent models, seealso Structural judgements seealso Epistemic irrelevance, seealso Irrelevant joint, seealso Irrelevant product, seealso Natural extension, independent, seealso Independent envelope, seealso Strong independence, seealso Conditional independence, seealso Graphical model, seealso Strong independence seealso Dependence
    1. causal
    2. cognitive
    3. conditional
    4. decompositional, see Independence, formalist approach
    5. desirability
    6. discrepancies of concepts
    7. epistemic
    8. evidential
    9. factorization
    10. for possibility measures
    11. formalist approach
    12. fuzzy set
    13. graphical models
    14. in evidence theory
    15. in the selection, see Independent envelope
    16. independence of interpretation
    17. Kuznetsov product
    18. logical
    19. noninteractive
    20. productivity
    21. random set
    22. repetition
    23. strong
    24. T-norm operators
    25. type-1 product
    26. type-2 product
  22. Independent envelope
  23. Indeterminacy
  24. Indeterminate output size
  25. Induction
  26. Inductive statistics, see Inference
  27. Inference, seealso Robust statistics
    1. basic procedures
    2. methodological schools, see Bayesian inference, see Frequentist inference, see Logical probability
  28. Influence diagram
  29. Info-gap theory
  30. Information fusion, seealso Fusion
    1. discrepancies in operators
  31. Information gain
  32. Initial prevision
  33. Initial set of probability
  34. Initial upper prevision
  35. Insurance
  36. Insurance risk
  37. Integer linear programming
  38. Inter-rater agreement
  39. Intergovernmental panel on climate change
  40. Interpretation of imprecise probability models, see Bayesian inference, generalized, see Behavioural interpretation, see Frequentist approach to IP, see Imprecision
    1. discrepancy
  41. Interval analysis
  42. Interval arithmetic
  43. Interval data, seealso Coarse data, seealso Data imprecision, seealso Interval analysis, seealso Censoring
  44. Interval dominance
    1. calculation
  45. Interval elicitation
  46. Interval estimation
  47. Interval of measures
  48. Interval probability, seealso Lower probability, seealso Probability interval
  49. Interval transition matrix
  50. Interval-parameter
  51. Invariance, seealso Upper transition operator, invariance
    1. strong
    2. weak
  52. Invariant distribution
    1. Markov chain
  53. IPtree, seealso Credal classification tree seealso Naive credal classification tree
  54. Irrelevance, seealso Structural judgements
    1. forward
  55. Irrelevant joint
  56. Irrelevant natural extension, see Natural extension, irrelevant
  57. Irrelevant product
  58. Item-response theory

 

  1. JNCC2, see Naive credal classifier, implementation

 

  1. Kalman filter
  2. Kaplan-Meier estimator
  3. Kappa coefficient
  4. Keynes
  5. Kolmogorov
  6. Kolmogorov's axioms, seealso σ-additivity, seealso Probability, measure-theoretic approach
  7. Kolmogorov-Smirnov confidence limit
  8. Kuznetsov
  9. Kuznetsov product, see Independence
  10. Kyburg

 

  1. Lévy's zero-one law
  2. Language propositions
  3. Laplace prior
  4. Law of decreasing credibility
  5. Law of large numbers
  6. Lazy NCC, see Naive credal classifier, lazy
  7. Least committal extension, see Natural extension
  8. Least favourable pairs
  9. Levi
  10. Lexicographic uncertainty models
  11. Lifetime, see Reliability
  12. Lifetime data analysis
  13. Liiwii transformation
  14. Likelihood, seealso Profile likelihood
    1. approach and imprecise probabilities
    2. Bayesian inference
    3. function
    4. principle
    5. possibilistic interpretation of
    6. ratio
    7. ratio test
    8. robustness
  15. Limit state function
  16. Limit theorem, seealso Central limit theorem, seealso Coefficient of ergodicity
    1. constructive proof
    2. imprecise Markov chain
    3. Perron-Frobenius theorem
  17. Linear bipolar value scale
  18. Linear prevision, seealso Additive probability
    1. and desirability
  19. Linear-vacuous approximation
  20. Linear-vacuous mixture, see ε-contamination model
  21. Linguistic information
  22. Little and Rubin
  23. LNCC, seealso Naive credal classifier, implementation
  24. Local classifier, see Naive credal classifier, lazy
  25. Log likelihood score
  26. Logic, see Epistemic logic, see Modal logic, see Symbolic logic
  27. Logical independence, see Independence, logical
  28. Logical probability, seealso Probability of provability
  29. Logit-Normal model
  30. Loopy propagation
  31. Loss function, seealso Decision making
  32. Lower cumulative distribution, see Cloud, see p-box
  33. Lower distribution function, see p-box
  34. Lower envelope, seealso Independent envelope
    1. exchangeability
    2. of coherent lower previsions
    3. of conditional linear previsions
    4. of conditional previsions
    5. of independent joints
    6. of precise independent models
  35. Lower envelope theorem
    1. for convex prevision
  36. Lower expectation
    1. game-theoretic
  37. Lower failure probability
  38. Lower prevision, seealso Avoiding sure loss, natural extension, seealso Coherence, lower prevision, seealso Avoiding sure loss, lower previsions, seealso Natural extension of lower prevision, seealso Conditional lower prevision, seealso Behavioural interpretation seealso Lower probability, seealso Choquet integral
    1. and desirability
    2. and other approaches
    3. and risk measure
    4. and variance
    5. approximation
    6. assessment
    7. behavioural interpretation
    8. cloud
    9. coherence of unconditional and conditional lower prevision
    10. exchangeability
    11. lower probabilities less general
    12. on arbitrary domain
  39. Lower probability, seealso Coherence, seealso Capacity, seealso Interval probability, seealso Probability interval
    1. and lower prevision
    2. and other approaches
    3. belief function
    4. desirability
    5. elicitation, see Elicitation
    6. more general than lower probabilities
  40. Lower variance

 

  1. Möbius inverse
    1. computation
  2. Möbius mass function
  3. Möbius transform
  4. Machine learning
  5. Manski
  6. Many-to-many independent product
  7. MAR
  8. Marginal, see Marginal sets of desirable gambles8,9
  9. Marginal extension
    1. desirability
  10. Marginal gamble
  11. Marginal sets of desirable gambles
    1. desirability
  12. Marginalization
  13. Markov chain, seealso Markov property, seealso Markov set-chain
    1. coefficient of ergodicity
    2. definition
    3. imprecise
    4. imprecise: coefficient of ergodicity
    5. imprecise: limit behaviour
    6. Monte Carlo
    7. precise
    8. stationary
    9. time homogeneous
    10. transition operator
  14. Markov decision process
  15. Markov operators
  16. Markov process
  17. Markov property, seealso Strong Markov condition
    1. epistemic irrelevance
    2. interpretation of, see Markov property, epistemic irrelevance, see Markov property, strong independence
    3. Markov chain
    4. strong independence
  18. Markov random field
  19. Markov set-chain, seealso Markov chain, imprecise
  20. Markov tree
  21. Martingale, seealso Supermartingale
    1. theory
  22. Mass assignment
  23. Mathematical finance, see Finance
  24. Maximal coherent set of desirable gambles, see Maximally committal, extension
  25. Maximal likelihood principle in conditioning
  26. Maximal sets of desirable gambles
  27. Maximality
    1. computation
  28. Maximally committal
    1. desirability
    2. extension
  29. Maximin, see Γ-maximin
  30. Maximum entropy
  31. Maximum expected utility, see Expected utility
  32. Maxitive upper probability
  33. MCAR
  34. MCMC, see Markov chain, Monte Carlo
  35. Measurability
  36. Measurement error
  37. Memoryless, see Markov process
  38. Merging, see Information fusion
  39. Metric
    1. for imprecise probability model
  40. Minimax test
  41. Minimum distance estimation
  42. Misclassification
  43. Missing data, seealso MCAR, seealso MNAR, seealso Multiple imputation, seealso MAR
    1. graphical model
  44. Mixed model, see Random-effect model
  45. Mixture of coherent lower previsions
  46. MNAR
  47. Modal logic
  48. Modal probability, see Verbal expression, for elicitation
  49. Model averaging, see Bayesian model averaging, see CMA
  50. Model imprecision
  51. Model uncertainty
  52. Monotone capacity
  53. Monte Carlo simulation, see Simulation
  54. More prudential correction
  55. Multi-dimensional data
  56. Multi-valued mapping
  57. Multilinear programming
  58. Multimapping, see Multi-valued mapping
  59. Multinomial data, seealso IDM
    1. NPI
    2. unknown number of categories
  60. Multiple imputation
  61. Mutual information

 

  1. Naive Bayes classifier
  2. Naive credal classification tree
  3. Naive credal classifier
    1. implementation
    2. lazy
  4. Naive hierarchical credal classifier
  5. Natural extension, seealso Exchangeable natural extension, seealso Convex natural extension
    1. and sensitivity analysis
    2. coherence
    3. computation
    4. conditional prevision
    5. desirability
    6. independent
    7. irrelevant
    8. of conditional prevision
    9. of probability interval
    10. regular extension
    11. set of desirable gambles
    12. versus more prudential correction
    13. versus upper extension
    14. Walley-Pelessoni-Vicig algorithm
  6. NBC, see Naive Bayes classifier
  7. NCC, see Naive credal classifier
  8. Near-ignorance prior, seealso IDM
  9. Necessity
  10. Necessity measure
    1. and other approaches
  11. Neighbourhood model, seealso ε-contamination model, seealso Odds-ratio model
    1. generalized
    2. least favourable radius
    3. shrinking
  12. Neumann– Morgenstern utility theory
  13. Neyman-Pearson fundamental lemma
  14. Neyman-Pearson testing
    1. generalization
    2. nonrobustness
  15. Non-dominated class
  16. Noninformative prior, see Near-ignorance Prior, see Laplace-prior, see Prior, noninformative
  17. Noninteractive, see Independence, noninteractive
  18. Nonlinear optimization
  19. Non-monotonic reasoning
  20. Nonspecificity
  21. Nondeterministic mechanics
  22. Nonparametric model
  23. Nonparametric predictive inference, see NPI
  24. Normal distribution
  25. Normal form of sequential decision problem, seealso Backward induction
    1. solution
  26. Normal model
  27. Normal-Normal model
  28. Normative probability
  29. NPI
    1. versus IDM
  30. Null event
    1. strictly null
  31. Numerical possibility theory

 

  1. Objectivist standpoint
  2. Observation model
  3. Odds-ratio model
  4. On-line prediction
    1. game-theoretic probability
  5. Operational probability
  6. Operations research
    1. NPI
  7. Optimality, see Decision making
  8. Optimization, see Computation
    1. duality
  9. Ordinal probability, seealso Verbal expression, for elicitation
  10. Outer measure
  11. Overconfidence
    1. elicitation

 

  1. p-box
  2. p-value
  3. Pairwise coherence
  4. Pairwise comparisons of gambles, see Partial preference order
  5. Parameter
    1. engineering
    2. statistical model, seealso Statistical model, parametric
  6. Parameter space
  7. Parameter uncertainty
  8. Parametric statistical model, see Statistical model, parametric
    1. imprecise, see Sampling model, imprecise
  9. Parametrically constructed models
  10. Parents
    1. graphical model
  11. Pari-mutuel model
  12. Partial identification
    1. moment inequalities
  13. Partial order
  14. Partial preference order
    1. desirability
    2. nonstrict preference
    3. strict preference
  15. Partial preorder
  16. Partial safety factors
  17. Partition, seealso Conglomerability
  18. Partition dependence
    1. elicitation
  19. Partition priming, see Partition dependence
  20. Percentile
  21. Perron-Frobenius theorem
  22. Physical indeterminacy
  23. Physical probability
  24. Plausibility
    1. conditional, see Conditional belief
  25. Plausibility function
  26. Plausible reasoning
  27. Point estimator
  28. Poisson model
  29. Policy
  30. Population growth model
  31. Positive scaling
    1. desirability
  32. Possibility distribution
    1. and other approaches
  33. Possibility function
  34. Possibility measure
    1. and fuzzy sets
    2. computation with
    3. independence
    4. likelihood
  35. Possibility theory
    1. Boolean
    2. conditioning
    3. epistemic independence
    4. noninteractivity, see Independence, noninteractive
    5. numerical
  36. Posterior
    1. highest posterior density interval, see HPD interval
    2. imprecise, see Bayesian inference, generalized
  37. Posterior expected utility
  38. Posterior predictive
  39. Posterior risk
  40. Precapacity, seealso Capacity
  41. Precedence testing
  42. Prediction protocol, seealso Game-theoretic probability
  43. Predictive inference, seealso NPI
  44. Preference order, see Partial preference order
    1. nonstrict preference
    2. strict preference
  45. Preorder
  46. Prequential
  47. Prevalence
  48. Prevision, see Linear prevision, see Lower prevision, see Upper prevision
  49. Price path
  50. Principle of insufficient reason, seealso Symmetry
  51. Principle of maximum entropy
  52. Prior, seealso Prior-data conflict
    1. ignorance, see Near-ignorance prior
    2. imprecise, see Bayesian inference, generalized
    3. near-ignorance, see Near-ignorance prior
    4. noninformative
  53. Prior-data conflict
  54. Probabilistic logic
  55. Probabilistic modelling in engineering
  56. Probabilistic structural design
  57. Probability, seealso Additive probability, seealso Lower probability, seealso Upper probability, seealso Ordinal probability, seealso Game-theoretic probability, seealso Failure probability
    1. aleatory
    2. and other approaches
    3. behavioural interpretation, seealso Behavioural interpretation
    4. frequentist
    5. interpretation
    6. logical
    7. measure-theoretic approach
    8. normative
    9. objective
    10. of provability
    11. operational
    12. tree
  58. Probability box, see p-box
  59. Probability charge, see Additive probability
  60. Probability interval, seealso Elicitation
    1. IDM
  61. Probability tree
  62. Process, see Markov process
    1. stochastic, see Stochastic process
  63. Productivity, see Independence, productivity
  64. Profile likelihood
    1. classifier
    2. in classification
  65. Propositional logic
  66. Prospect theory
  67. Protocol, see Game-theoretic probability
    1. binary prequential
  68. Pruning bias
  69. Pruning rule, see Classification tree
  70. Python library

 

  1. Qualitative network
  2. Quality control
  3. Quasi-Bayesian probability theory

 

  1. R-probability
  2. Random disjunctive set, see Random Set, disjunctive
  3. Random effect model
  4. Random field
  5. Random process, see Stochastic process
    1. event-driven
  6. Random set, seealso Coarse data, seealso Data imprecision, seealso Tchebycheff random set
    1. and other approaches
    2. different view
    3. disjunctive
    4. frequentist interpretation
    5. independence
    6. parameters of stochastic differential equations
    7. subjectivist interpretation
    8. Tchebycheff inequality
  7. Randomized act
  8. Randomized gamble
  9. Rank test
  10. Rank-dependent expected utility theory
    1. expected utility theory, see Prospect theory
  11. Rationality, see Avoiding sure loss, see Coherence, see Conglomerability, see Decision making, see Ellsberg's paradox
  12. Rationality criteria
    1. desirability
  13. Reality, see Game-theoretic probability
  14. Recursive conditioning
  15. Regression model
  16. Regular extension
    1. natural extension
  17. Relative frequencies
    1. instable
  18. Relaxation of probability values
  19. Reliability
    1. in elicitation
  20. Reliability analysis
    1. engineering
    2. NPI
    3. risk analysis
  21. Reliable computing
  22. Representation invariance principle
  23. Representation theorem
  24. Response effect
    1. elicitating
    2. elicitation
  25. Revision
  26. Reward, seealso Loss function, seealso Utility
  27. Right-censoring, seealso Censoring
  28. RIP, see Representation invariance principle
  29. Risk analysis
    1. NPI
  30. Risk and variability measures
  31. Risk assessment
  32. Risk measure
    1. and upper prevision
    2. Artzner, Delbaen, Eber and Heath
    3. conditional
    4. Dutch
    5. second order
  33. Risk measurement, seealso Risk measure
  34. Robust Bayesian analysis
    1. and decision making
  35. Robust Bernoulli models
  36. Robust design problem
  37. Robust estimation theory
  38. Robust statistics
  39. Robustness
    1. upper expectation
  40. ROC curve
  41. Rounding, seealso Coarse data, seealso Data imprecision

 

  1. Safety
  2. Safety assessment
  3. Safety factors
  4. Sample
  5. Sample function
  6. Sample space
  7. Sampling designs
  8. Sampling distribution, seealso Exponential family, seealso Statistical model
  9. Sampling model
    1. imprecise
  10. Scenarios
    1. method of scenarios
  11. Sceptic, see Game-theoretic probability
  12. Scheduling
  13. Schied
  14. Scoring rule
  15. Second– order risk measure
  16. Semi-qualitative network
  17. Sensitive questions
  18. Sensitivity
  19. Sensitivity analysis, seealso Robust Bayesian analysis
    1. Bayesian
    2. engineering
    3. interpretation
    4. natural extension
    5. nonparametric
    6. parameter
  20. Separate coherence
    1. desirability
  21. Separately specified credal network
  22. Separately specified rows, see Transition operators, set of
  23. Sequential prediction
  24. Series system
  25. Set of desirable gambles
  26. Set of transition operators, see Transition operators, set of
  27. Set-accuracy, see Accuracy, set-accuracy
  28. Set-valued matrix stochastic differential equation
  29. Set-valued observations, see Data imprecision
  30. Sets of desirable gambles
    1. and other approaches
  31. Shackle
  32. Shafer, seealso Belief function, seealso Game-theoretic probability
  33. Shannon's entropy
  34. Shortfall
  35. Signal filtering
  36. Simple random sampling
  37. Simple support
    1. function
  38. Simulated annealing
  39. Simulation
    1. of imprecise probabilities
  40. Single-accuracy, see Accuracy, single-accuracy
  41. Singleton
  42. Smets
  43. Smith
  44. Specificity
  45. SRS, see Simple random sampling
  46. Staircase method
  47. Static sequential decision making, see Normal form of sequential decision problem
  48. Stationary Markov chain, see Markov chain, stationarity
  49. Statistical inference, see Inference
  50. Statistical model, seealso IFRA
    1. imprecise, see Sampling model, imprecise
    2. likelihood
    3. parametric
  51. Statistical modelling
  52. Stochastic differential equation
    1. set-valued
  53. Stochastic differential equations
    1. with random set parameters
  54. Stochastic dominance
  55. Stochastic matrix
  56. Stochastic process, seealso Random field
    1. definition
  57. Stopping rule, seealso Classification tree
  58. Strategy, seealso Decision making, seealso Game-theoretic probability 198
  59. Strategy selection
  60. Stress-strength reliability
  61. Strict desirability
  62. Strictly almost all
  63. Strictly almost surely
  64. Strictly null
  65. Strong extension
  66. Strong independence
    1. conditional
    2. lower envelope of precise independent models
    3. Markov property, see Markov property, strong independence
    4. product
  67. Strong invariance, see Invariance, strong
  68. Strong law of large numbers
  69. Strong Markov condition
  70. Strong product, see Strong independence, product
  71. Strong superadditivity, see 2-monotone capacity
  72. Structural assessments
  73. Structural design
  74. Structural judgements, seealso Epistemic independence seealso Epistemic irrelevance, seealso Independence, seealso Invariance, seealso Irrelevance, seealso Symmetry
  75. Structural reliability
  76. Subadditivity
    1. countable
    2. strong, see 2-monotone capacity
  77. Subjective probability, seealso Probability, behavioural interpretation, see also
    1. elicitation
    2. imprecise
    3. interpretation
    4. weighting
  78. Subsystem, see System reliability
  79. Success-failure data
  80. Super-additivity
  81. Supermartingale
    1. game-theoretic approach
  82. Support vector machine
  83. Supremum-preserving
  84. Sure-thing principle
  85. Surely desirable
  86. Surprise
  87. Surveys
  88. Survival function
    1. lower and upper
  89. SVM, see Support vector machine
  90. Symbolic logic
  91. Symbolic variable elimination
  92. Symmetrical theory
  93. Symmetry, seealso Simple random sampling, seealso Structural judgements
    1. evidence of symmetry
    2. of evidence
  94. System reliability

 

  1. T-norm
    1. operator
    2. operator and independence
  2. TAN
    1. credal
  3. Tchebycheff inequality
  4. Tchebycheff random set
  5. Tchebycheff-Cantelli
  6. Terminal situation
  7. Test supermartingale
  8. Testing hypotheses, see Hypothesis testing
  9. Theory of evidence, see Belief function
    1. uncertainty measures
  10. Time homogeneous Markov chain, see Markov chain, time homogeneous
  11. Total time to failure, see TTF
  12. Total variation
    1. model
  13. Totally monotone capacity, see ∞-monotone capacity
  14. Transferable belief model
  15. Transition operator
    1. set of
  16. Transition probability, seealso Markov chain
  17. Treatment evaluation
  18. TTF
  19. Two-alternating capacity, see see 2-monotone capacity
  20. Two-monotone capacity, see 2-monotone capacity
  21. Type-1 product, see Independence, type-1 product
  22. Type-2 independence, see Independence, Type-2 product, see Independent envelope
  23. Type-2 product, see Independence, type-2 product

 

  1. UMVU estimator
  2. Unbiased estimator
    1. generalized
  3. Uncertainty analysis, see Engineering
  4. Uncertainty measure
  5. Uncertainty theory
    1. discrepancies
  6. Underconfidence
    1. elicitation
  7. Unobserved heterogeneity
  8. Updated lower prevision
  9. Updating, seealso Regular extension, seealso Conditional lower prevision, seealso Conservative inference rule
    1. algorithm
    2. credal network
    3. regular extension
  10. Updating and exchangeability
  11. Updating interpretation, see Conditional lower probability
  12. Updating principle
  13. Updating rule, seealso Generalized Bayes rule
    1. alternatives to GBR
  14. Updating with missing data
  15. Upper cumulative distribution, see p-box
  16. Upper distribution, see Cloud
  17. Upper distribution function, see p-box
  18. Upper entropy
  19. Upper expectation
    1. game-theoretic
  20. Upper extension
  21. Upper failure probability
  22. Upper prevision, seealso Conjugacy of lower and upper prevision, seealso Lower prevision
    1. and desirability
    2. and risk measure
    3. game-theoretic
  23. Upper probability, seealso Coherence
    1. desirability
    2. elicitation, see Elicitation
    3. game-theoretic
  24. Upper transition operator
    1. invariance
    2. regular
    3. weakly product scrambling
  25. Upper variance
  26. Utility, see Decision making, see Expected utility
    1. for elicitation

 

  1. Vacuous lower prevision
  2. Value– at– Risk,
  3. VaR, see Value– at– Risk
  4. Variance
    1. lower and upper, see Lower variance, see Upper variance
  5. Verbal expression
    1. for elicitation
    2. linguistic uncertainty
  6. Ville
  7. Ville's principle
  8. Von Mises
  9. Vovk, seealso Game-theoretic probability

 

  1. W-coherence
  2. Wald
  3. Walley, seealso Coherence, seealso Conditional lower prevision, seealso Generalized Bayes rule, seealso IDM, seealso Independence, seealso Lower prevision, seealso Maximality, seealso Natural extension
  4. Walley and de Finetti
  5. Walley-Pelessoni-Vicig algorithm
  6. Weak coherence
  7. Weak invariance, see Invariance, weak
  8. Weak order
  9. Weak*closure
  10. Weak*compactness
  11. Weichselberger, seealso Interval probability, seealso Symmetrical theory
  12. Weighting function, see Prospect theory
  13. Wilcoxon signed-ranks test
  14. Williams
  15. Winkler beam
  16. Worst case scenarios

 

  1. Zadeh
  2. Zero probability
  3. Zero-one law