Let 7 be an unknown covariance matrix. Perturbation (in)equalities are derived for various scale-invariant functionals of 7 such as correlations (including partial, multiple and canonical correlations) or angles between eigenspaces. These results show that a particular confidence set for 7 is canoni
Nonadditive Set Functions on a Finite Set and Linear Inequalities
β Scribed by Kenji Kashiwabara
- Publisher
- Elsevier Science
- Year
- 1997
- Tongue
- English
- Weight
- 256 KB
- Volume
- 210
- Category
- Article
- ISSN
- 0022-247X
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β¦ Synopsis
A set function is a function whose domain is the power set of a set, which is assumed to be finite in this paper. We treat a possibly nonadditive set function, i.e., Ε½ . Ε½ . a set function which does not satisfy necessarily additivity, A q B s Ε½ . AjB for A l B s Π», as an element of the linear space on the power set. Then some of the famous classes of set functions are polyhedral in that linear space, i.e., expressed by a finite number of linear inequalities. We specify the sets of the coefficients of the linear inequalities for some classes of set Ε½ . functions. Then we consider the following three problems: a the domain Ε½ . extension problem for nonadditive set functions, b the sandwich problem for Ε½ . nonadditive set functions, and c the representation problem of a binary relation by a nonadditive set function, i.e., the problem of nonadditive comparative probabilities.
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