Distortions of Imprecise Probabilities
摘要
We generalise the idea of distortion models to the case where the starting model is an imprecise probability model instead of a precise probability. Specifically, we discuss the transformation of a lower probability or a credel set into a more imprecise model, and analyse a number of desirable properties any such transformation should satisfy. Then, we investigate in detail the extension of the total variation distortion model from this perspective.