A credal set is a set of probability distributions or, equivalently, a set of probability measures. A credal set is often assumed or constructed to be a closed convex set. It is intended to express uncertainty or doubt about the probability model that should be used, or to convey the beliefs of a Bayesian agent about the possible states of the world. Let denote a categorical variable, a probability mass function over , and a credal set over . If is convex, the credal set can be equivalently described by its extreme points . The expectation for a function of with respect to the credal set