The Annals of Statistics
- Ann. Statist.
- Volume 15, Number 4 (1987), 1439-1465.
Belief Function Representations of Statistical Evidence
In Glenn Shafer's theory of parametric statistical inference, observational evidence and prior evidence are separately represented by belief or commonality functions $Q$ and $R$, which are then combined by Dempster's rule. We characterise, for finite parameter spaces, the functionals $Q$ and $R$ for which statistically independent observations may be combined by Dempster's rule, and those for which Dempster's rule is consistent with Bayes' rule. The functionals are determined up to an arbitrary partition of the parameter space and an arbitrary scale parameter, which might be chosen to reflect aspects of the evidence on which the statistical model is based. Our results suggest that Dempster's rule is not generally suitable for combining evidence from independent observations nor for combining prior beliefs with observational evidence.
Ann. Statist., Volume 15, Number 4 (1987), 1439-1465.
First available in Project Euclid: 12 April 2007
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Walley, Peter. Belief Function Representations of Statistical Evidence. Ann. Statist. 15 (1987), no. 4, 1439--1465. doi:10.1214/aos/1176350603. https://projecteuclid.org/euclid.aos/1176350603