INDETERMINATE PROBABILITIES ON FINITE SETS

• 成果类型: Article
• 署名作者: NAU, RF
• 刊物名称: ANNALS OF STATISTICS
• ISSN/ISSBN: 0090-5364
• DOI: 10.1214/aos/1176348888
• 发表日期: 1992
• 页码: 1737-1767
• 关键词: DECISION-MAKING; unreliable probabilities; fuzzy-sets; uncertainty; assessments; regret; belief

摘要

This paper presents a quasi-Bayesian model of subjective uncertainty in which beliefs which are represented by lower and upper probabilities qualified by numerical confidence weights. The representation is derived from a system of axioms of binary preferences which differs from standard axiom systems insofar as completeness is not assumed and transitivity is weakened. Confidence-weighted probabilities may be elicited through the acceptance of bets with limited stakes, a generalization of the operational method of de Finetti. The model is applicable to the reconciliation of inconsistent probability judgments and to the sensitivity analysis of Bayesian decision models.