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