Elicitation observation models

I don’t have a reference or any experience doing this, but I have always believed the quantile function is the easiest thing to elicit with. I talked about this a little bit on pages 8 – 10 of https://mc-stan.org/workshops/Rmedicine2018/ . Basically, there are these quantile parameterized distributions — which are distributions whose parameters are quantiles — that I implemented in “Helper functions”. So, you can asked the purported expert things like “What would be your over / under (median) on this unknown?” or “If I gave you three-to-one odds, at what point would you switch which side you bet on?”. Basically, you can elicit quantiles without necessarily using the word quantile and then directly plug in the answers as parameters in the appropriate (for the parameter space) quantile function.

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