聚合点估计:一种灵活的建模方法

Aggregating Point Estimates: A Flexible Modeling Approach

Management Science · 1993
被引 66
人大 A+FT50UTD24ABS 4*

中文导读

提出一个贝叶斯框架,帮助决策者整合来自多个信息源的主观知识,以聚合对未知量的点估计,并通过臭氧健康风险案例展示该方法。

Abstract

In many decision situations information is available from a number of different sources. Aggregating the diverse bits of information is an important aspect of the decision-making process but entails special statistical modeling problems in characterizing the information. Prior research in this area has relied primarily on the use of historical data as a basis for modeling the information sources. We develop a Bayesian framework that a decision maker can use to encode subjective knowledge about the information sources in order to aggregate point estimates of an unknown quantity of interest. This framework features a highly flexible environment for modeling the probabilistic nature and interrelationships of the information sources and requires straightforward and intuitive subjective judgments using proven decision-analysis assessment techniques. Analysis of the constructed model produces a posterior distribution for the quantity of interest. An example based on health risks due to ozone exposure demonstrates the technique.

点估计聚合贝叶斯框架信息源建模主观判断