ASSESSING THE EXTREMES OF PROBABILITY DISTRIBUTIONS BY THE FRACTILE METHOD*
研究人们在评估概率分布极端值时存在的系统性偏差，测试了多种改进方法（如增加极端分位数、改变分位数类型、两步评估等），发现除两步法外其他方法均能改善极端值的估计效果。
Abstract When people are asked to express uncertainty in the form of probability distributions (by assessing several fractiles of the cumulative distributions), experiments have shown that most subjects exhibit systematic biases in describing the extremes or tails of the distributions. This paper discusses methods designed to refine the assessments of such extremes of probability distributions. The techniques were tested on large samples of assessors; the effectiveness of different methods is reported. The methods include asking for the assessment of additional fractiles in the extremes, asking for different fractiles in the extremes (.10 and .90 instead of .01 and .99 fractiles), making the assessment a two‐step process by separating the questions about central fractiles from those requesting extreme values, and varying the order in which different fractile values are requested. All these methods except the two‐step process resulted in improved estimation of the extreme values of the distributions when compared to some of the early work in this field where five fractile assessments were made.