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The bearing of the adjustment

 

Each evaluation that we have so far discussed assesses the change in belief for a single element of tex2html_wrap_inline3820 . We now summarise our overall changes in belief over tex2html_wrap_inline3820 , relative to our prior uncertainty. We make the following definition.

Definition The size of the adjustment of B given D=d is

displaymath4152

Note: There are various alternative scalings for the changes in belief which we can choose, each of which may be analysed in a similar fashion to our suggested choice and provide useful insights into the belief revision. Our particular choice leads to the construction of various quantities whose properties unify many of the interpretive and diagnostic features of the belief revision, and is particularly helpful when we come to consider the adjustment of beliefs in stages.

We now identify the element, tex2html_wrap_inline4168 , of tex2html_wrap_inline3820 with the largest such change in expectation. tex2html_wrap_inline4168 is termed the bearing for the adjustment, and is constructed as follows.

Definition The bearing for the adjustment of the belief structure tex2html_wrap_inline3958 by observation of D=d is the element tex2html_wrap_inline4168 in tex2html_wrap_inline3820 defined by

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where tex2html_wrap_inline4184 are any collection of elements of tex2html_wrap_inline3820 which are a priori uncorrelated, with variance one. (The canonical components of tex2html_wrap_inline4188 form one such collection and the canonical directions for the adjustment form another when suitably scaled. tex2html_wrap_inline4168 does not depend on the choice of tex2html_wrap_inline4184 .)

The bearing is so named as it expresses both the direction and the magnitude of the change between prior and adjusted beliefs, as follows:

  1. for any X which is a priori uncorrelated with tex2html_wrap_inline4168 , tex2html_wrap_inline4196 ;
  2. if tex2html_wrap_inline4198 , then a bearing of tex2html_wrap_inline3851 would represent tex2html_wrap_inline3853 times the change in expectation as would a bearing of tex2html_wrap_inline4168 , for every element of tex2html_wrap_inline3820 .
  3. these properties follow as

    equation751

We may therefore deduce that tex2html_wrap_inline4168 is indeed the direction of maximum change in belief, and that

equation763


next up previous
Next: The expected size of Up: The observed adjustment Previous: Canonical standardised adjustments

David Wooff
Thu Oct 15 11:56:54 BST 1998