Models for the assessment of the value of forecast information
作者： David B. Lawrence
关键词:
摘要: This paper reviews, extends and applies alternative normative decision models for the assessment of value forecast information, concentrating primarily on factors influencing tractability interpretation in specific problems. As an empirical illustration t lhe models, presents a valuation analysis published judgmental price forecasts veteran analyst hog market to perfectly competitive farm enterprise.
sci-hub.se 参考文章(33)
Allan H. Murphy, Robert L. Winkler, The Use of Credible Intervals in Temperature Forecasting: Some Experimental Results Decision Making and Change in Human Affairs. pp. 45- 56 ,(1977) , 10.1007/978-94-010-1276-8_4
Henri Frédéric Bohnenblust, Lloyd S Shapley, Seymour Sherman, Reconnaissance in Game Theory RAND Corporation. ,(1949)
D. Kahneman, A. Tversky, Judgment Under Uncertainty: Heuristics and Biases ,(1974)
Roy Radner, Jacob Marschak, Economic theory of teams ,(1972)
Jerzy Neyman, Proceedings of the Second Berkeley Symposium on Mathematical Statistics and Probability : held at the Statistical Laboratory, Department of Mathematics, University of California, July 31-August 12, 1950 University of California Press. ,(1951)
W. T. Ziemba, J. E. Butterworth, Bounds on the value of information in uncertain decision problems II Stochastics An International Journal of Probability and Stochastic Processes. ,vol. 1, pp. 361- 378 ,(1975) , 10.1080/17442507508833117
Leonard Jimmie Savage, The foundations of statistics ,(1954)
W. A. Ericson, Irving H. LaValle, Fundamentals of decision analysis Journal of the American Statistical Association. ,vol. 76, pp. 213- ,(1981) , 10.2307/2287084
David B. Peizer, John W. Pratt, A Normal Approximation for Binomial, F, Beta, and other Common, Related Tail Probabilities, II Journal of the American Statistical Association. ,vol. 63, pp. 1457- 1483 ,(1968) , 10.1080/01621459.1968.10480938
Samuel Kotz, N. Balakrishnan, Norman Lloyd Johnson, Continuous univariate distributions ,(1994)