The density ratio class

 

A density ratio class consists of distributions p(A) so that for any event A [14]:

(l'(A)/l''(B)) <= (p(A)/p(B)) <= (l''(A)/l'(B)).

where l'(A) and l''(A) are arbitrary positive measures such that l'() <= l''(). The class is defined by finitely many inequalities, which define intervals of probability odds: the ratio between the probability of two events.