The first person to introduce possibility theory was Lotfi A. Zadeh, in 1977. It was, of course, of no coincidence that he directly combined it with the theory of fuzzy sets. Later, several researchers dealt with the mathematical foundations of the theory of possibilities. They introduced possibility distribution as a concept, and they directly combined it with fuzzy numbers. A fuzzy number corresponds to a possibility distribution and vice versa. This correspondence gave a key advantage to possibility theory over probability theory. This advantage is the facility of operations. However, there is also a basic: problem how is a possibility distribution generated? In this paper, we introduce a method of constructing a possibility distribution via a cumulative probability function. The advantage of this method is the simplicity of construction, which is nothing more than the construction of a fuzzy triangular or trapezoidal number via a cumulative probability function. This construction introduces a way to determine a fuzzy number without relying on the experience or intuition of the researcher. We should, of course, emphasize that this specific construction is within the framework of a theoretical model. We do not apply it to specific data. We also considered that the theoretical construction model should be presented through the theory of possibilities, thus avoiding the theory of probabilities.
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