#
Preprint: Computing the Joint Range of a Set of Expectations

University of Minnesota,
Twin Cities
School of Statistics

## Paper (submitted, 25 Feb 2005)

**Title:**
Computing the Joint Range of a Set of Expectations

**Authors:**
Charles J. Geyer, Radu C. Lazar, and Glen D. Meeden

**Affiliation:**
School of Statistics, University of Minnesota

**Abstract:**
In the theory of imprecise probability it is often of interest
to find the range of the expectation of some function over a
convex family of probability measures. Here we show how to find
the joint range of the expectations of a finite set of functions when
the underlying space is finite and
the family of probability distributions is defined by finitely
many linear constraints.

**Key words and phrases:**
linear constraints, probability assessment, convex family of priors, polytope

Complete text of the current version of the paper
as PostScript
or as PDF.

**Software:**
The software package used by the paper
is rcdd.

**Rweb:**
A web page with one of the examples in the paper
allows users to try the example on-line and also modify the example
to see how our methods work.