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Durham University

Department of Mathematical Sciences

Academic Staff

Publication details for Matthias Troffaes

Troffaes, Matthias C. M. & Basu, Tathagata (2019), A Cantelli-type inequality for constructing non-parametric p-boxes based on exchangeability, in Bock, Jasper De Campos, Cassio P. de Cooman, Gert de Quaeghebeur, Erik & Wheeler, Gregory eds, Proceedings of Machine Learning Research 103: ISIPTA'19. Ghent, PMLR, 386-393.

Author(s) from Durham

Abstract

In this paper we prove a new probability inequality that
can be used to construct p-boxes in a non-parametric
fashion, using the sample mean and sample standard
deviation instead of the true mean and true standard deviation.
The inequality relies only on exchangeability
and boundedness.