Fuzzy set representation of a prior distribution
Statistics Theory
2008-12-18 v1 Statistics Theory
Abstract
In the subjective Bayesian approach uncertainty is described by a prior distribution chosen by the statistician. Fuzzy set theory is another way of representing uncertainty. Here we give a decision theoretic approach which allows a Bayesian to convert their prior distribution into a fuzzy set membership function. This yields a formal relationship between these two different methods of expressing uncertainty.
Cite
@article{arxiv.0805.3205,
title = {Fuzzy set representation of a prior distribution},
author = {Glen Meeden},
journal= {arXiv preprint arXiv:0805.3205},
year = {2008}
}
Comments
Published in at http://dx.doi.org/10.1214/074921708000000075 the IMS Collections (http://www.imstat.org/publications/imscollections.htm) by the Institute of Mathematical Statistics (http://www.imstat.org)