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Symmetric, Coherent, Choquet Capacities
journal contribution
posted on 1966-04-01, 00:00 authored by Larry Wasserman, Joseph B. KadaneChoquet capacities are a generalization of probability measures that
arise in robustness, decision theory and game theory. Many capacities
that arise in robustness are symmetric or can be transformed into symmetric
capacities. We characterize the extreme points of the set of upper
distribution functions corresponding to coherent, symmetric Choquet capacities
on [0,1]. We also show that the set of 2-alternating capacities is a
simplex and we give a Choquet representation of this set.