A Cantelli-type inequality for constructing non-parametric p-boxes based on exchangeability.

Summary

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Authors: Troffaes, Matthias C. M. and Basu, Tathagata

Journal title: Proceedings of the Eleventh International Symposium on Imprecise Probabilities : Theories and Applications.

Journal number: 103

Journal publisher: ML Research Press

Published year: 2019

Published pages: 386-393