| Revista: | Polibits |
| Base de datos: | PERIÓDICA |
| Número de sistema: | 000358989 |
| ISSN: | 1870-9044 |
| Autores: | Sundgren, David1 |
| Instituciones: | 1University of Gävle, Gavle. Suecia |
| Año: | 2010 |
| Periodo: | Jul-Dic |
| Número: | 42 |
| País: | México |
| Idioma: | Inglés |
| Tipo de documento: | Artículo |
| Enfoque: | Analítico, descriptivo |
| Resumen en inglés | We consider the problem of maximizing expected utility when utilities and probabilities are given by discrete probability distributions so that expected utility is a discrete stochastic variable. As for discrete second–order distributions, that is probability distributions where the variables are themselves probabilities, the multinomial family is a reasonable choice at least if first–order probabilities are interpreted as relative frequencies. We suggest a decision rule that reflects the uncertainty present in distribution–based probabilities and utilities and we show an example of this rule in action with multinomial second–order distributions |
| Disciplinas: | Ciencias de la computación, Matemáticas |
| Palabras clave: | Matemáticas aplicadas, Estadística, Probabilidad imprecisa, Distribuciones de probabilidad, Utilidad esperada |
| Keyword: | Computer science, Mathematics, Applied mathematics, Statistics, Imprecise probability, Probability distributions, Expected utility |
| Texto completo: | Texto completo (Ver HTML) |
