Inferring probability densities from expert opinion

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• 作者：Henryk Gzyl^a ; ^{henryk.gzyl@iesa.edu.ve} ; Enrique ter Horst ; ^b ; ^{enrique.terhorst@cesa.edu.co} ; ^{enriqueterhorst@gmail.com} ; German Molina^c ; ^{german@germanmolina.com}
• 关键词：Maximum entropy method ; Maximum entropy with errors in the data ; Probability elicitation with uncertainty
• 刊名：Applied Mathematical Modelling
• 出版年：2017
• 出版时间：March 2017
• 年：2017
• 卷：43
• 期：Complete
• 页码：306-320
• 全文大小：713 K
• 卷排序：43

文摘

We extract the p.d.f. driving expert opinions with and without uncertainty. We use the maximum entropy method extract the p.d.f. from limited sets of information. Our method is computationally fast and simple to use by practitioners.