Accession Number:

AD0698773

Title:

PRIOR PROBABILITY, TWO-PERSON GAMES AND INFORMATION THEORY,

Descriptive Note:

Corporate Author:

PURDUE UNIV LAFAYETTE IND SCHOOL OF ELECTRICAL ENGINEERING

Personal Author(s):

Report Date:

1969-11-01

Pagination or Media Count:

50.0

Abstract:

The prior probability of a certain variable B is determined using all the available deterministic knowledge such as 1 the variable B may not be observable, but only a related variable Z may be observable so that PZB is known 2 the probability distributions that can be assumed by B are limited by the inequalities Eh sub k B or o where h sub k B are known functions. The prior probability is determined by a two-person zero-sum game which deals with the gambling on the outcomes of the observable variable Z. The prior probability distribution determined in this manner is the same as that obtained by maximizing the average uncertainty associated with the variable B given that variable Z is observable. An expression will be obtained for the uncertainty function starting with a set of axioms and the expression is the same as the Shannon mutual information IBZ between the variables B and Z. Author

Subject Categories:

  • Statistics and Probability
  • Operations Research
  • Cybernetics

Distribution Statement:

APPROVED FOR PUBLIC RELEASE