Publication details for Matthias TroffaesTroffaes, 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.
- Publication type: Conference Paper
- ISSN/ISBN: 2640-3498
- Further publication details on publisher web site
- Durham Research Online (DRO) - may include full text
Author(s) from Durham
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