I 'm reviving this thread https://www.physicsforums.com/threads/unorthodox-probability-theory.471171/ (it says not open for further replies). The last post: I made some tests with this using real data and it works. It gives almost the same results as the logarithmic pool method (see here for example: http://homepages.inf.ed.ac.uk/miles/papers/acl05a.pdf). Furthermore the method can be generalised to m events, n predictors in stepwise mode (take one indian at a time). My question is the bolded text (the empirical importance functions). Can they be improved ?