Symmetry of Sampling Problem Based on Epistemic Uncertainty and Ellsberg Urn

Abstract

A general sampling problem can be described by an Ellsberg urn, which is a mathematical model that assumes that balls are randomly drawn from an urn with an uncertain numbers of colored balls. This means that the Ellsberg urn is essentially an intricate model with simultaneous randomness and epistemic uncertainty, and this is the core problem discussed in this paper. Since practical sampling is usually processed in an intricate environment, the solution for an equivalent mathematical problem is necessary. Suppose an Ellsberg urn contains three unknown numbers of colored balls (i.e., a two-degrees-of-freedom Ellsberg urn), and three balls are randomly drawn from the urn. Compared to the published papers, this paper first constructs a chance space with two-dimensional uncertainty space and three-dimensional probability space to rigorously calculate the color distributions for those drawn balls by uncertainty theory, probability theory, and chance theory. Moreover, it is interesting to find that all cases of the drawn balls are symmetric in such a specific situation of a sample problem with epistemic uncertainty.