20.500.12556/RUL-143487 A complete characterization of normal cones and extreme points for p-boxes Probability boxes, also called p-boxes, correspond to sets of probability distributions bounded by a pair of distribution functions. They belong to the class of models known as imprecise probabilities. One of the central issues related to imprecise probabilities is the intervals of values corresponding to the expectations of random variables, and in particular the interval bounds. In general, these are reached at the extreme points of credal sets, which denote convex sets of compatible probabilistic models. The goal of this paper is to characterize and identify extreme points corresponding to p-boxes on finite domains. To achieve this, we use the concept of normal cones. In the context of imprecise probabilities, these correspond to sets of random variables whose extreme expectations are reached at a common extreme point. Our main results include a characterization of all possible normal cones of p-boxes, their relation to extreme points, and the identification of an adjacency structure on the collection of normal cones that is closely related to the adjacency structure in the set of extreme points. convex polyhedron credal set extreme point p-boxes normal cone probability boxes probability konveksni polieder ekstremna točka p-polja normalni stožec verjetnost p-polje verjetnosti matematični modeli true false true Angleški jezik Slovenski jezik Članek v reviji 2022-12-22 14:06:34 2022-12-22 14:06:38 2023-06-16 03:59:24 0000-00-00 00:00:00 2023 0 0 22 str. art. 108450 Vol. 466 2023 0000-00-00 Zaloznikova Objavljeno NiDoloceno 0000-00-00 0000-00-00 0000-00-00 519.2 0165-0114 10.1016/j.fss.2022.12.006 135114755 1-s2.0-S016501142200505X-main.pdf 1-s2.0-S016501142200505X-main.pdf 1 855AA2C09421F6A0A7692F7399B5FE9D 335b0616d047fdf93db24b034680527b53f856ad07976e5f6c376e6ca82f2bf5 f1057aa6-0b52-11ee-a314-00155dcfd717 https://repozitorij.uni-lj.si/Dokument.php?lang=slv&id=170206 https://www.sciencedirect.com/science/article/pii/S016501142200505X 0 6df918bc-0b52-11ee-a314-00155dcfd717 https://repozitorij.uni-lj.si/Dokument.php?lang=slv&id=170205 Fakulteta za družbene vede 0 0 0