Imprecise probability in statistical inference and decision making
نویسندگان
چکیده
منابع مشابه
Decision making with imprecise probabilities
In many decision problems the only information available about a random event is expert opinion. The theory of imprecise probabilities, a generalization of standard subjective probability, allows us to deal with such information. In this paper the use of imprecise probabilities is discussed, with emphasis on elicitation and combination of opinions and decision making, and some recent results ar...
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Orthodox Bayesian decision theory requires an agent’s beliefs representable by a real-valued function, ideally a probability function. Many theorists have argued this is too restrictive; it can be perfectly reasonable to have indeterminate degrees of belief. So doxastic states are ideally representable by a set of probability functions. One consequence of this is that the expected value of a ga...
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When considering sampling models described by a distribution from an exponential family, it is possible to create two types of imprecise probability models. One is based on the corresponding conjugate distribution and the other on the corresponding predictive distribution. In this paper, we show how these types of models can be constructed for any (regular, linear, canonical) exponential family...
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ژورنال
عنوان ژورنال: International Journal of Approximate Reasoning
سال: 2010
ISSN: 0888-613X
DOI: 10.1016/j.ijar.2010.08.001