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arXiv · 2007.10725

Majorisation as a theory for uncertainty

Victoria Volodina·Nikki Sonenberg·Edward Wheatcroft·Henry Wynn
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Abstract

Majorisation, also called rearrangement inequalities, yields a type of stochastic ordering in which two or more distributions can be compared. In this paper we argue that majorisation is a good candidate as a theory for uncertainty. We present operations that can be applied to study uncertainty in a range of settings and demonstrate our approach to assessing uncertainty with examples from well known distributions and from applications of climate projections and energy systems.

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Victoria Volodina, Nikki Sonenberg, Edward Wheatcroft, Henry Wynn. 2020-07-21. Majorisation as a theory for uncertainty. https://arxiv.org/abs/2007.10725

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