Belief transforms and the comparison of hypotheses (Q1184224)

In many stochastic analyses the comparison of two or several stochastic specifications over a certain collection of random quantities is required, e.g. in hypothesis testing, experimental design, sensitivity analysis. Here, a systematic approach to the comparison of any two stochastic specifications is proposed and extended then to the comparison of collections of such specifications. The comparison is derived from the eigenstructure of the belief transform, where the belief transform is constructed within a subjectivist framework.