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Fuzzy set representation of a prior distribution

Glen Meeden

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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.

Chapter information

Bertrand Clarke and Subhashis Ghosal, eds., Pushing the Limits of Contemporary Statistics: Contributions in Honor of Jayanta K. Ghosh (Beachwood, Ohio, USA: Institute of Mathematical Statistics, 2008), 82-88

First available in Project Euclid: 28 April 2008

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Mathematical Reviews number (MathSciNet)

Primary: 62F15: Bayesian inference
Secondary: 62C05: General considerations

Bayesian inference fuzzy sets prior distribution

Copyright © 2008, Institute of Mathematical Statistics


Meeden, Glen. Fuzzy set representation of a prior distribution. Pushing the Limits of Contemporary Statistics: Contributions in Honor of Jayanta K. Ghosh, 82--88, Institute of Mathematical Statistics, Beachwood, Ohio, USA, 2008. doi:10.1214/074921708000000075.

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