Calibration and the Expert Problem
决策者需要为单一事件给出主观概率,但缺乏相关知识,于是向专家寻求建议。本文探讨专家是否经过良好校准对决策者形成主观概率的影响,并指出校准和精炼等概念无法独立于决策者定义。
A decision maker needs to give his subjective probability for a single event of interest, A. Being aware that he has little substantive knowledge of the factors affecting A, the decision maker asks an expert for advice. The expert gives his subjective probability for A. In the light of this information, how should the decision maker form his subjective probability? In particular, does it matter to the decision maker whether the expert is a well-calibrated probability assessor? In this paper these questions are explored and it is suggested that concepts such as calibration and refinement cannot usefully be defined independently of the decision maker.