Implementation and application of the fundamental theorem of probability

The "RIK" (Reasoning with Incomplete Knowledge) algorithm, a mathematical programming based algorithm for performing probabilistic inference on (possibly) incompletely specified systems of discrete events is reviewed and implemented. Developed by Myers, Freund, and Kaufman, it is a tractable reformulation of the computational approach implicit to the Fundamental Theorem of Probability as stated by De Finetti and extended by Lad, Dickey and Rahman. Enhancements to the original algorithm are presented and several applications of the algorithm to real-world systems including fault trees and belief networks are explored. The system is solved successfully for moderately large problems, providing practical information for system designers coping with uncertainty.

Department dc:contributor.department

Massachusetts Institute of Technology. Dept. of Electrical Engineering and Computer Science.

Grantor dc:publisher

Massachusetts Institute of Technology

Year dc:date.issued

1998

Author dc:creator

• Cohen, Jeremy S. (Jeremy Stein), 1975-

Advisor dc:contributor.advisor

• Robert Freund and Gordon Kaufman.

• Electrical Engineering and Computer Science.

Statement dc:rights

• M.I.T. theses are protected by copyright. They may be viewed from this source for any purpose, but reproduction or distribution in any format is prohibited without written permission. See provided URL for inquiries about permission.

Licence dc:rights.uri

• http://dspace.mit.edu/handle/1721.1/7582

Language dc:language.iso

eng

Handle dc:identifier.uri

http://hdl.handle.net/1721.1/46277

OAI identifier oai:identifier

oai:dspace.mit.edu:1721.1/46277