概率预测者之间的一致与妥协

Unanimity and Compromise Among Probability Forecasters

Management Science · 1990
被引 60
人大 A+FT50UTD24ABS 4*

中文导读

研究当两位预测者对不确定事件的概率判断一致时,决策者是否应采纳该概率,并检验多种贝叶斯共识模型是否符合一致与妥协原则,利用气象概率预测数据评估模型表现。

Abstract

When two forecasters agree regarding the probability of an uncertain event, should a decision maker adopt that probability as his or her own? A decision maker who does so is said to act in accord with the unanimity principle. We examine a variety of Bayesian consensus models with respect to their conformance (or lack thereof) to the unanimity principle and a more general compromise principle. In an analysis of a large set of probability forecast data from meteorology, we show how well the various models, when fit to the data, reflect the empirical pattern of conformance to these principles.

概率预测贝叶斯共识模型一致性原则折衷原则