A behavioural model for vague probability assessments

被引:45
作者
de Cooman, G [1 ]
机构
[1] Univ Ghent, SYSTeMS Res Grp, B-9052 Zwijnaarde, Belgium
关键词
fuzzy probability; probability assessments; imprecise probabilities; vagueness; second-order model; coherence; inference; decision-making;
D O I
10.1016/j.fss.2005.01.005
中图分类号
TP301 [理论、方法];
学科分类号
081202 ;
摘要
I present an hierarchical uncertainty model that is able to represent vague probability assessments, and to make inferences based on them. This model can be given an interpretation in terms of the behaviour of a modeller in the face of uncertainty, and is based on Walley's theory of imprecise probabilities. It is formally closely related to Zadeh's fuzzy probabilities, but it has a different interpretation, and a different calculus. Through rationality (coherence) arguments, the hierarchical model is shown to lead to an imprecise first-order uncertainty model that can be used in decision making, and as a prior in statistical reasoning. (c) 2005 Published by Elsevier B.V.
引用
收藏
页码:305 / 358
页数:54
相关论文
共 50 条
[1]  
[Anonymous], 1985, THEORIE POSSIBILITES
[2]  
[Anonymous], 1988, DECISION PROBABILITY
[3]  
[Anonymous], 1988, POSSIBILITY THEORY A
[4]  
BERGER J. O., 2013, Statistical Decision Theory and Bayesian Analysis, DOI [10.1007/978-1-4757-4286-2, DOI 10.1007/978-1-4757-4286-2]
[5]  
Berger JO, 1984, Robustness of Bayesian Analysis
[6]  
Bhaskara Rao K. P. S., 1983, Theory of Charges
[7]  
BOYEN L, 1995, FDN APPL POSSIBILITY, P88
[8]   Supremum preserving upper probabilities [J].
de Cooman, G ;
Aeyels, D .
INFORMATION SCIENCES, 1999, 118 (1-4) :173-212
[9]   A random set description of a possibility measure and its natural extension [J].
de Cooman, G ;
Aeyels, D .
IEEE TRANSACTIONS ON SYSTEMS MAN AND CYBERNETICS PART A-SYSTEMS AND HUMANS, 2000, 30 (02) :124-130
[10]  
De Cooman G, 2000, STUD FUZZ SOFT COMP, V40, P124