什么决定了不确定性下概率加权函数的形状?

What Determines the Shape of the Probability Weighting Function Under Uncertainty?

Management Science · 2001
被引 243
人大 A+FT50UTD24ABS 4*

中文导读

提出一种更通用的两阶段方法,允许概率加权函数依赖于不确定性类型,并通过实证研究表明这种来源依赖性对于解释决策权重是必要的。

Abstract

Decision weights are an important component in recent theories of decision making under uncertainty. To better explain these decision weights, a two-stage approach has been proposed: First, the probability of an event is judged and then this probability is transformed by the probability weighting function known from decision making under risk. We extend the two-stage approach by allowing the probability weighting function to depend on the type of uncertainty. Using this more general approach, properties of decision weights can be attributed to properties of probability judgments and/or to properties of probability weighting. We present an empirical study that shows that it is indeed necessary to allow the probability weighting function to be source dependent. The analysis includes an examination of properties of the probability weighting function under uncertainty that have not been considered yet.

概率权重函数不确定性决策权重来源依赖