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.
Information
Published: 1 January 2008
First available in Project Euclid: 28 April 2008
MathSciNet: MR2459218
Digital Object Identifier: 10.1214/074921708000000075
Subjects:
Primary:
62F15
Secondary:
62C05
Keywords:
Bayesian inference
,
fuzzy sets
,
prior distribution
Rights: Copyright © 2008, Institute of Mathematical Statistics