SearcharxivSearch

arXiv · 2008.10338

Probability propagation rules for Aristotelian syllogisms

Abstract

We present a coherence-based probability semantics and probability propagation rules for (categorical) Aristotelian syllogisms. For framing the Aristotelian syllogisms as probabilistic inferences, we interpret basic syllogistic sentence types A, E, I, O by suitable precise and imprecise conditional probability assessments. Then, we define validity of probabilistic inferences and probabilistic notions of the existential import which is required, for the validity of the syllogisms. Based on a generalization of de Finetti's fundamental theorem to conditional probability, we investigate the coherent probability propagation rules of argument forms of the syllogistic Figures I, II, and III, respectively. These results allow to show, for all three figures, that each traditionally valid syllogism is also valid in our coherence-based probability semantics. Moreover, we interpret the basic syllogistic sentence types by suitable defaults and negated defaults. Thereby, we build a bridge from our probability semantics of Aristotelian syllogisms to nonmonotonic reasoning. Then we show that reductio by conversion does not work while reductio ad impossibile can be applied in our approach. Finally, we show how the proposed probability propagation rules can be used to analyze syllogisms involving generalized quantifiers (like Most).

Explore related subjects

Keep this discovery

BibTeXRIS

Niki Pfeifer, Giuseppe Sanfilippo. 2020-08-24. Probability propagation rules for Aristotelian syllogisms. https://arxiv.org/abs/2008.10338

Cite the original work for its findings. Save a collection to share your selection of sources.

KEEP EXPLORING

Related papers

Averaging principles for nonautonomous multiscale stochastic Burgers equations with reflection

In this paper, we study averaging principles for nonautonomous multiscale stochastic Burgers equations with reflection. First, we derive a general averaging principle applicable to such equations under minimal assumptions. Subsequently, since the coefficients of the obtained averaged equation still depend on the small scaling parameter $\e$, we impose either periodic or asymptotic conditions on the coefficients, thereby obtain two distinct averaged equations whose coefficients are independent of $\e$ and establish two averaging principles. Stopping times and Khasminskii's time discretization schemes play an important role. Finally, a concrete example is provided to illustrate the applicability and validity of the theoretical results.

math.PR

Spectral properties of Random Matrices

We give the theoretical foundations of random matrix theory through the definitions of a random matrix, a random probability measure and the corresponding empirical spectral distribution. The technical tool we use is the Stieltjes transform method through which we prove optimal convergence of the empirical spectral distribution of random sample covariance matrices to the deterministic Marchenko-Pastur distribution. We also give new results about the rigidity of the eigenvalues of this random sample covariance matrix and the rate of their convergence. We then define the Dyson equation method to prove new local laws about a random matrix model that interpolates between the Marchenko-Pastur distribution, the elliptical law and the circular law. Through our work these local laws can be considered universal.

math.PR

Moments approach for the elephant random walk

We discuss the method of moments for the one-dimensional elephant random walk (ERW). We first derive a differential recurrence relation for the characteristic function of the ERW, which yields a corresponding system of recurrence relations for its moments. We then obtain asymptotic approximations for the moments in each of the three parameter regimes of the ERW. Finally, by establishing the convergence of the moments and verifying the corresponding moment-determinacy conditions, we identify the limiting distributions of the ERW in each regime.

math.PR