Accession Number : AD0698773

Title :   PRIOR PROBABILITY, TWO-PERSON GAMES AND INFORMATION THEORY,

Corporate Author : PURDUE UNIV LAFAYETTE IND SCHOOL OF ELECTRICAL ENGINEERING

Personal Author(s) : Kashyap,R. L.

Report Date : NOV 1969

Pagination or Media Count : 50

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 P(Z/B) is known; (2) the probability distributions that can be assumed by B are limited by the inequalities E(h 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 I(B;Z) between the variables B and Z. (Author)

Descriptors :   (*GAME THEORY, PROBABILITY), (*PROBABILITY, INFORMATION THEORY), PROBABILITY DENSITY FUNCTIONS, INEQUALITIES, UNCERTAINTY

Subject Categories : Statistics and Probability
      Operations Research
      Cybernetics

Distribution Statement : APPROVED FOR PUBLIC RELEASE