Joint cumulative distribution functions for Dempster---Shafer belief structures using copulas

  • Authors:
  • Ronald R. Yager

  • Affiliations:
  • Machine Intelligence Institute, Iona College, New Rochelle, USA 10801

  • Venue:
  • Fuzzy Optimization and Decision Making
  • Year:
  • 2013

Quantified Score

Hi-index 0.00

Visualization

Abstract

We first introduce the Dempster---Shafer belief structure and highlight its role in the representation of information about a random variable for which our knowledge of the probabilities is interval-valued. We investigate the formation of the cumulative distribution function (CDF) for these types of variables. It is noted that this is also interval-valued and is expressible in terms of plausibility and belief measures. The class of aggregation operators known as copulas are introduced and a number of their properties are provided. We discuss Sklar's theorem, which provides for the use of copulas in the formulation of joint CDFs from the marginal CDFs of classic random variables. We then look to extend these ideas to the case of joining the marginal CDFs associated with Dempster---Shafer belief structures. Finally we look at the formulation CDFs obtained from functions of multiple D---S belief structures.