BELIEF FUNCTIONS AND STATISTICAL-INFERENCE

被引:51
|
作者
WASSERMAN, LA [1 ]
机构
[1] CARNEGIE MELLON UNIV,DEPT STAT,PITTSBURGH,PA 15213
关键词
Belief functions; Choquet capacities; posterior bounds; robust Bayesian inference; upper and lower probabilities;
D O I
10.2307/3315449
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
The Dempster Shafer theory of belief functions is a method of quantifying uncertainty that generalizes probability theory. We review the theory of belief functions in the context of statistical inference. We mainly focus on a particular belief function based on the likelihood function and its application to problems with partial prior information. We also consider connections to upper and lower probabilities and Bayesian robustness. Copyright © 1990 Statistical Society of Canada
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页码:183 / 196
页数:14
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