Volodina, Victoria, Sonenberg, Nikki, Wheatcroft, Edward 
ORCID: 0000-0002-7301-0889 and Wynn, Henry ORCID: 0000-0002-6448-1080
(2022)
Majorization as a theory for uncertainty.
International Journal for Uncertainty Quantification, 12 (5).
23 - 45.
ISSN 2152-5080
Abstract
Majorization, also called rearrangement inequalities, yields a type of stochastic ordering in which two or more distributions can be compared. In this paper we argue that majorization is a good candidate as a theory for uncertainty. We present operations that can be applied to study uncertainty in a range of settings and demonstrate our approach to assessing uncertainty with examples from well known distributions and from applications of climate projections and energy systems.
| Item Type: | Article |
|---|---|
| Official URL: | https://www.dl.begellhouse.com/journals/52034eb04b... |
| Additional Information: | © 2022 by Begell House, Inc. |
| Divisions: | Statistics |
| Subjects: | H Social Sciences > HA Statistics |
| Date Deposited: | 19 Aug 2022 13:15 |
| Last Modified: | 12 Dec 2024 03:13 |
| URI: | http://eprints.lse.ac.uk/id/eprint/116045 |
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