Consonant Belief Function Induced by a Confidence Set of Pignistic Probabilities

  • Authors:
  • Astride Aregui;Thierry Denoeux

  • Affiliations:
  • HEUDIASYC, UTC, CNRS Centre de Recherche de Royallieu, Compiègne, France F-60205 and CIRSEE, Suez Environnement, Le Pecq, France F-78230;HEUDIASYC, UTC, CNRS Centre de Recherche de Royallieu, Compiègne, France F-60205

  • Venue:
  • ECSQARU '07 Proceedings of the 9th European Conference on Symbolic and Quantitative Approaches to Reasoning with Uncertainty
  • Year:
  • 2007

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Abstract

A new method is proposed for building a predictive belief function from statistical data in the Transferable Belief Model framework. The starting point of this method is the assumption that, if the probability distribution 茂戮驴Xof a random variable X is known, then the belief function quantifying our belief regarding a future realization of X should have its pignistic probability distribution equal to 茂戮驴X. When PX is unknown but a random sample of X is available, it is possible to build a set $\mathcal{P}$ of probability distributions containing 茂戮驴Xwith some confidence level. Following the Least Commitment Principle, we then look for a belief function less committed than all belief functions with pignistic probability distribution in $\mathcal{P}$. Our method selects the most committed consonant belief function verifying this property. This general principle is applied to the case of the normal distribution.