Chapter 6. Eliciting and Fitting a Parametric Distribution

  1. Anthony O'Hagan1,
  2. Caitlin E. Buck1,
  3. Alireza Daneshkhah1,
  4. J. Richard Eiser1,
  5. Paul H. Garthwaite2,
  6. David J. Jenkinson2,
  7. Jeremy E. Oakley1 and
  8. Tim Rakow3

Published Online: 19 OCT 2006

DOI: 10.1002/0470033312.ch6

Uncertain Judgements: Eliciting Experts' Probabilities

Uncertain Judgements: Eliciting Experts' Probabilities

How to Cite

O'Hagan, A., Buck, C. E., Daneshkhah, A., Eiser, J. R., Garthwaite, P. H., Jenkinson, D. J., Oakley, J. E. and Rakow, T. (2006) Eliciting and Fitting a Parametric Distribution, in Uncertain Judgements: Eliciting Experts' Probabilities, John Wiley & Sons, Ltd, Chichester, UK. doi: 10.1002/0470033312.ch6

Author Information

  1. 1

    University of Sheffield, UK

  2. 2

    The Open University, UK

  3. 3

    University of Essex, UK

Publication History

  1. Published Online: 19 OCT 2006
  2. Published Print: 21 JUL 2006

Book Series:

  1. Statistics in Practice

Book Series Editors:

  1. Stephen Senn4,
  2. Marian Scott4 and
  3. Peter Bloomfield5

Series Editor Information

  1. 4

    University of Glasgow, UK

  2. 5

    North Carolina State University, USA

ISBN Information

Print ISBN: 9780470029992

Online ISBN: 9780470033319

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Keywords:

  • eliciting and fitting parametric distribution;
  • eliciting opinion about proportion;
  • equivalent prior sample (EPS) method and hypothetical future sample (HFS);
  • opinion about scalar quantity;
  • PERT (program evaluation and review technique);
  • eliciting opinion – MVN distribution;
  • multivariate normal (MVN) distribution;
  • eliciting a parametric distribution

Summary

This chapter contains sections titled:

  • Introduction

  • Outline of this chapter

  • Eliciting opinion about a proportion

  • Eliciting opinion about a general scalar quantity

  • Eliciting opinion about a set of proportions

  • Eliciting opinion about the parameters of a multivariate normal distribution

  • Eliciting opinion about the parameters of a linear regression model

  • Eliciting opinion about the parameters of a generalised linear model

  • Elicitation methods for other problems

  • Deficiencies in existing research

  • Conclusions