A Cantelli-Type Inequality for Constructing Non-Parametric P-Boxes Based on Exchangeability
Abstract
In this paper we prove a new probability inequality that can be used to construct p-boxes in a non-parametric fashion, using the sample mean and sample standard deviation instead of the true mean and true standard deviation. The inequality relies only on exchangeability and boundedness.
Cite
Text
Troffaes and Basu. "A Cantelli-Type Inequality for Constructing Non-Parametric P-Boxes Based on Exchangeability." Proceedings of the Eleventh International Symposium on Imprecise Probabilities: Theories and Applications, 2019.Markdown
[Troffaes and Basu. "A Cantelli-Type Inequality for Constructing Non-Parametric P-Boxes Based on Exchangeability." Proceedings of the Eleventh International Symposium on Imprecise Probabilities: Theories and Applications, 2019.](https://mlanthology.org/isipta/2019/troffaes2019isipta-cantellitype/)BibTeX
@inproceedings{troffaes2019isipta-cantellitype,
title = {{A Cantelli-Type Inequality for Constructing Non-Parametric P-Boxes Based on Exchangeability}},
author = {Troffaes, Matthias and Basu, Tathagata},
booktitle = {Proceedings of the Eleventh International Symposium on Imprecise Probabilities: Theories and Applications},
year = {2019},
pages = {386-393},
volume = {103},
url = {https://mlanthology.org/isipta/2019/troffaes2019isipta-cantellitype/}
}