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How to assign probabilities if you must

Albers, C.J. and Schaafsma, W. (2001). How to assign probabilities if you must. Statistica Neerlandica, 55(3) pp. 346–357.

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Empirical evidence can sometimes be incorporated in a probabilistic analysis by conditioning with respect to the observations. Usually, the underlying probability distribution and also the conditional distribution are not completely known. The assignment of probabilities will then require a compromise. The making of such a compromise goes beyond mathematical theory: a statistical discussion is needed. It depends on the context whether the result of such discussion is almost compelling, reasonable, or not really agreeable. This is illustrated by means of a simple example from the area of predictive distributional inference.

Item Type: Journal Item
ISSN: 0039-0402
Keywords: epistemic probabilities; Wald's decision functions; proper loss functions
Academic Unit/School: Faculty of Science, Technology, Engineering and Mathematics (STEM)
Item ID: 5274
Depositing User: Casper Albers
Date Deposited: 14 Aug 2006
Last Modified: 02 May 2018 12:38
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