A CantelliType Inequality for Constructing NonParametric PBoxes Based on Exchangeability
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Proceedings of the Eleventh International Symposium on Imprecise Probabilities: Theories and Applications, PMLR 103:386393, 2019.
Abstract
In this paper we prove a new probability inequality that can be used to construct pboxes in a nonparametric 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.
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