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Published online by Cambridge University Press: 31 January 2023
In a recent monograph, I advocated a new theory—the theory of belief functions—as an alternative to the Bayesian theory of epistemic probability. In this paper I compare the two theories in the context of a simple but authentic example of assessing evidence.
The Bayesian theory is ostensibly the theory that assessment of evidence should proceed by conditioning additive probability distributions; this theory dates from the work of Bayes and Laplace in the second half of the eighteenth century. It is indisputably the dominant theory of epistemic probability today.
The theory of belief functions differs from the Bayesian theory in that it uses certain non-additive set functions in the place of additive probability distributions and in that it generalizes the rule of conditioning to a general rule for combining evidence. As a mathematical theory its apparent origin is rather recent and abrupt; it first appears in work of A. P. Dempster, published in the 1960’s.
I wish to thank Amos Tversky, who forced me to try harder to understand the implications of the Bayesian demand for something to condition on, Don Davis, who told me to look around in the attic, and Paul Mostert, who made me think about chain foundations. I have also benefited from conversations with Dennis Lindley, Terry Shafer, and Joe Van Zandt. My research for the paper was partially supported by allocation 3315-x038 from the General Research Fund of the University of Kansas and by grant MCS 78-01887 from the National Science Foundation.