We consider the problem of quantifying our belief in future values of a random variable X with unknown distribution P_X, based on the observation of a random sample from the same distribution. The adopted uncertainty representation framework is the Transferable Belief Model, a subjectivist interpretation of belief function theory. In a previous paper, the concept of predictive belief function at a given confidence level was introduced, and it was shown how to build such a function when X is discrete. This work is extended here to the case where X is a continuous random variable, based on step or continuous confidence bands.
Keywords. Dempster-Shafer Theory, Evidence Theory, Transferable Belief Model, p-box, distribution band
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Authors addresses:
Thierry Denoeux
U.M.R. C.N.R.S. 6599 Heudiasyc,
Centre de Recherches de Royallieu
B.P. 20529
F-60205 Compiègne Cedex
France
Astride Aregui
Universite de Technologie de Compiegne
Universite de Technologie de Compiegne
Heudiasyc
Centre de Recherches de Royallieu
B.P. 20529
F-60205 Compiegne Cedex
E-mail addresses:
| Thierry Denoeux | tdenoeux@hds.utc.fr |
| Astride Aregui | aaregui@hds.utc.fr |
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