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Article
Conditional Expectation in an Uncertainty Space
Mathematics Faculty Publications
  • E Aujero
  • M Frondoza
  • Elvira P De Lara-Tuprio, Ateneo de Manila University
  • R Eden
  • T R Teng
Document Type
Conference Proceeding
Publication Date
1-1-2019
Disciplines
Abstract

In the classical (probability) setting, the Radon-Nikodym Theorem is used to prove the existence of conditional expectations. This paper states the Radon-Nikodym Theorem for uncertain measures which were introduced by Liu (2007) to model belief degrees. This version of the theorem is adapted from Graf (1980) who established the theorem for non-additive measures called capacities. This paper then uses the theorem to define the conditional expectation of an uncertain variable with respect to a σ-algebra. Properties of the conditional expectation are established.

Citation Information
Aujero, E., Frondoza, M., De Lara-Tuprio, E., Eden, R., & Teng, T. R. (2019, February). Conditional Expectation in an Uncertainty Space. In Journal of Physics: Conference Series (Vol. 1180, No. 1, p. 012003). IOP Publishing.