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arXiv · 2109.02597

Extended Relative Maximum Likelihood Updating of Choquet Beliefs

Xiaoyu Cheng
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Abstract

Cheng(2021) proposes and characterizes Relative Maximum Likelihood (RML) updating rule when the ambiguous beliefs are represented by a set of priors. Relatedly, this note proposes and characterizes Extended RML updating rule when the ambiguous beliefs are represented by a convex capacity. Two classical updating rules for convex capacities, Dempster-Shafer (Shafer, 1976) and Fagin-Halpern rules (Fagin and Halpern, 1990) are included as special cases of Extended RML.

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Xiaoyu Cheng. 2021-09-06. Extended Relative Maximum Likelihood Updating of Choquet Beliefs. https://arxiv.org/abs/2109.02597

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