
Chapter 5
Predictive Random Sets
Portions of the material in this chapter are from D. Ermini Leaf and C. Liu, “Inference
about constrained parameters using the elastic belief method,” International Journal
of Approximate Reasoning 53, 709–727, 2012, reprinted with permission by Elsevier.
5.1 Introduction
As we have argued in the previous chapters, for the purpose of prior-free probabilis-
tic inference, it is natural to specify the sampling distribution of the observable data,
given the parameter, with unobservable auxiliary variables. Existing approaches,
such as fiducial and Dempster–Shafer, adopt this strategy. However, as discussed
in detail in Chapter ...