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arXiv · 0805.3205

Fuzzy set representation of a prior distribution

Glen Meeden
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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.

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Glen Meeden. 2008-05-21. Fuzzy set representation of a prior distribution. https://doi.org/10.1214/074921708000000075

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