Belief functions and statistical inference
Larry Wasserman · Canadian Journal of Statistics · 1990
Abstract The Dempster Shafer theory of belief functions is a method of quantifying uncertainty that generalizes probability theory. We review the theory of belief functions in the context of statistical inference. We mainly focus on a particular belief function based on the likelihood function and its application to problems with partial prior information. We also consider connections to upper and lower probabilities and Bayesian robustness.