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.
翻译:多数化也被称为重新排列不平等,产生一种可比较两种或两种以上分布的随机顺序。 在本文中,我们争论说,多数化作为不确定性的理论是一个很好的选择。 我们提出了可用于研究一系列环境中的不确定性的操作,并用众所周知的分布以及气候预测和能源系统应用中的例子来证明我们评估不确定性的方法。