A Protocol for the Elicitation of Imprecise Probabilities

A protocol for the elicitation of imprecise probabilities based on linear programming is applied to the case of two continuous variables. Two medical experts were elicited. The resulting convex set of probability distributions was compared with the results obtained by the application of an imprecise Dirichlet model to a database. An indicator is introduced to assess the inferential skill of the medical experts. Keywords. Elicitation, Imprecise Probabilities, Inferential Skill, Convex set, Imprecise Dirichlet Models.

• Type: Conference
• Year: 2005
• Where: ISIPTA
• Authors: Alane Alves Silva, Fernando Campello de Souza
• Keywords: Imprecise Dirichlet Models, Imprecise Probabilities, Inferential Skill, ISIPTA 2005, Mathematics