This unique monograph provides new theories and techniques of possibility theory for data analysis in operations research. As the basic of this book, an exponential possibility distribution and its properties are introduced. Based on exponential possibility distribution, the identification methods are given to obtain the upper and lower possibility distributions to reflect the expert's knowledge. As the applications of exponential possibility distributions, possibility regression, possibility discriminant and possibility portfolio selection problems and other related theories as rough set and DEA are presented. Possibility data analysis offers not only the general methodology to analyze and model the uncertainty in operations research but also the common and simple way to solve the problems. It is an integration of model building and model solving.