Envelopes of a simplex of discrete probabilities
A formalism for describing different "envelopes" of a family P of probability distributions on finite sets is suggested. It incorporates lower and upper probabilities, minimal entropy extensions etc. Properties of a simple heuristical algorithm for finding lower and upper probabilities for a simplex P(K) of distributions with fixed marginals K are discussed. Comparison of certain type of probabilistic and fuzzy envelopes using the same input knowledge K is performed.
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