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Implementation and application of the fundamental theorem of probability

Author(s)
Cohen, Jeremy S. (Jeremy Stein), 1975-
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Massachusetts Institute of Technology. Dept. of Electrical Engineering and Computer Science.
Advisor
Robert Freund and Gordon Kaufman.
Terms of use
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. http://dspace.mit.edu/handle/1721.1/7582
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Abstract
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.
Description
Thesis (M.Eng. and S.B.)--Massachusetts Institute of Technology, Dept. of Electrical Engineering and Computer Science, 1998.
 
Includes bibliographical references (leaves 64-65).
 
Date issued
1998
URI
http://hdl.handle.net/1721.1/46277
Department
Massachusetts Institute of Technology. Department of Electrical Engineering and Computer Science
Publisher
Massachusetts Institute of Technology
Keywords
Electrical Engineering and Computer Science.

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