FOURTH INTERNATIONAL SYMPOSIUM ON
IMPRECISE PROBABILITIES AND THEIR APPLICATIONS
Carnegie Mellon University
Pittsburgh, PA, USA
July 20-23 2005

ISIPTA'05 ELECTRONIC PROCEEDINGS

Alane Alves Silva, Fernando Campello de Souza

A Protocol for the Elicitation of Imprecise Probabilities

Abstract

A protocol for the elicitation of imprecise probabilities based on linear programming is applied for the case of two continuous variables. Two medical experts were elicited. The resulting convex set of probability distributions was compared with the results obtained by the application of an imprecise Dirichlet model to a data base. An indicator is introduced to assess the inferential skill of the medical experts.

Keywords. Elicitation, Imprecise Probabilities, Inferential Skill, Convex set, Imprecise Dirichlet Models.

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Authors addresses:

Alane Alves Silva
Rua Almirante Barroso, 89 Bloco A, Apto 204, Campo Grande. CEP: 52040-090

Fernando Campello de Souza
Rua Neto de Mendonca, 121, Apto. 2301, Tamarineira
52050-100 Recife, Pernambuco
Brasil

E-mail addresses:

Alane Alves Silva alaneaas@yahoo.com.br
Fernando Campello de Souza fmcs@hotlink.com.br

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