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On the definition of objective probabilities by empirical similarity

Abstract : We suggest to define objective probabilities by similarity-weighted empirical frequencies, where more similar cases get a higher weight in the computation of frequencies. This formula is justified intuitively and axiomatically, but raises the question, which similarity function should be used? We propose to estimate the similarity function from the data, and thus obtain objective probabilities. We compare this definition to others, and attempt to delineate the scope of situations in which objective probabilities can be used.
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Contributor : Antoine Haldemann Connect in order to contact the contributor
Submitted on : Friday, March 12, 2010 - 9:31:16 AM
Last modification on : Thursday, January 11, 2018 - 6:19:31 AM

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Itzhak Gilboa, Offer Lieberman, David Schmeidler. On the definition of objective probabilities by empirical similarity. Synthese, Springer Verlag (Germany), 2010, 172 (1), pp.79-95. ⟨10.1007/s11229-009-9473-4⟩. ⟨hal-00463396⟩



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