
94 PREDICTIVE RANDOM SETS
−4 −2 0 2 4
0 1 2 3 4 5 6 7
x
µ
Figure 5.2 Taken from [82]. Level γ = 0.9 plausibility intervals for µ with σ
2
= 1 in the
Gaussian example of Section 5.5.1. The shaded region is the plausibility interval found with
the elastic belief method, which collapses to the point µ = 0 for x < Φ
−1
(0.05). The dotted
lines marks the boundary of the plausibility interval obtained from the conditioning rule. Both
methods have the same lower boundary.
1, and G
−1
0
(θ) ≡0. An alternative association can be derived from the waiting times
in a Poisson process [67]; see Exercise 5.6. That association introduces additional
challenges because the auxiliary ...