期刊
INTERNATIONAL JOURNAL OF GENERAL SYSTEMS
卷 46, 期 4, 页码 354-385出版社
TAYLOR & FRANCIS LTD
DOI: 10.1080/03081079.2017.1305960
关键词
Uni- and bivariate p-boxes; maxitive functions; focal sets; comonotonicity; Sklar's theorem
资金
- Secretaria de Estado de Investigacion, Desarrollo e Innovacion [TIN2014-59543-P]
We give necessary and sufficient conditions for a maxitive function to be the upper probability of a bivariate p-box, in terms of its associated possibility distribution and its focal sets. This allows us to derive conditions in terms of the lower and upper distribution functions of the bivariate p-box. In particular, we prove that only bivariate p-boxes with a non-informative lower or upper distribution function may induce a maxitive function. In addition, we also investigate the extension of Sklar's theorem to this context.
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