Digital Commons Network^™

How To Select A Model If We Know Probabilities With Interval Uncertainty, Vladik Kreinovich

Departmental Technical Reports (CS)

Purpose: When we know the probability of each model, a natural idea is to select the most probable model. However, in many practical situations, we do not know the exact values of these probabilities, we only know intervals that contain these values. In such situations, a natural idea is to select some probabilities from these intervals and to select a model with the largest selected probabilities. The purpose of this study is to decide how to most adequately select these probabilities.

Design/methodology/approach: We want the probability-selection method to preserve independence: If, according to the probability intervals, the two …