（Be-B）模型下二行动线性决策问题的抽样信息期望值

（Be-B）模型下二行动线性决策问题的抽样信息期望值

杨丰凯¹,王德辉²,宋立新³

（1.山东大学威海分校应用数学系，山东省威海264209；2.吉林大学数学学院，长春130012；3.大连理工大学应用数学系，辽宁省大连116023）

收稿日期:2005-01-25 修回日期:1900-01-01 出版日期:2005-09-26 发布日期:2005-09-26
通讯作者: 杨丰凯

Expected Value of Sampling Information for Linear Decision Problem on Two Actions under the Be-B Model

YANG Feng-kai¹,WANG De-hui²,SONG Li-xin³

（1.Department of Applied Mathematics，Shandong University at Weihai，Weihai264209，Shandong Province，China；2.College of Mathematics，Jilin University，Changchun 130012，China；3.Department of Applied Mathematics，Dalian University of Technology，Dalian 116023，Liaoning Province，China）

Received:2005-01-25 Revised:1900-01-01 Online:2005-09-26 Published:2005-09-26
Contact: YANG Feng-kai

摘要/Abstract

摘要： 提出Be-B决策模型，讨论此模型下二行动线性决策问题的抽样信息期望值（EVSI）的计算问题.通过计算参数的后验分布，建立了后验最优行动选取规则，得到此决策问题的最优决策函数，进而给出EVSI的计算公式.

关键词: （Be-B）模型, 二行动线性决策, 抽样信息期望值, 完全信息

Abstract: A Be-B decision model is proposed and the calculation of the expected value of sampling information (EVSI) for linear decision problem on two actions under the model mentioned above is discussed.By calculating the posterior distribution of the parameter，the choosing criteria about the best posterior actions is established and the best decision function is obtained.Finally，the counting formula of EVSI is given.

Key words: （Be-B）model, linear decision on two actions, expected value of sampling information, complete information

中图分类号:

O212.5

杨丰凯,王德辉,宋立新. （Be-B）模型下二行动线性决策问题的抽样信息期望值[J]. J4, 2005, 43(05): 603-606.

YANG Feng-kai,WANG De-hui,SONG Li-xin. Expected Value of Sampling Information for Linear Decision Problem on Two Actions under the Be-B Model[J]. J4, 2005, 43(05): 603-606.

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