A criterion for maximizing the expected quietness (invariant by translations relative to utilities).

María Angeles Gil Alvarez

Stochastica (1980)

  • Volume: 4, Issue: 3, page 201-218
  • ISSN: 0210-7821

Abstract

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In this paper we start from the following situation: a decision maker wants information about a certain parameter space for which he has a set of random variables with probability distribution depending on an unknown paremeter belonging to the mentioned space. Generally, we assume that the decision maker may observe values of any experiment but not of two simultaneous ones. This reason makes a comparison between them indispensable to choose the most appropriate for his objectives.Through the article we establish and study a comparison criterion which, between two variables, considers best that which provides more quietness about the parameter space (or which diminishes the unquietness about it).

How to cite

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Gil Alvarez, María Angeles. "Criterio de maximización de la quietud esperada (invariante frente a traslaciones respecto a las utilidades).." Stochastica 4.3 (1980): 201-218. <http://eudml.org/doc/38837>.

@article{GilAlvarez1980,
author = {Gil Alvarez, María Angeles},
journal = {Stochastica},
keywords = {Decisión estadística; Maximización; Quietud esperada; decision problem under risk; expected quietness; invariance by translations},
language = {spa},
number = {3},
pages = {201-218},
title = {Criterio de maximización de la quietud esperada (invariante frente a traslaciones respecto a las utilidades).},
url = {http://eudml.org/doc/38837},
volume = {4},
year = {1980},
}

TY - JOUR
AU - Gil Alvarez, María Angeles
TI - Criterio de maximización de la quietud esperada (invariante frente a traslaciones respecto a las utilidades).
JO - Stochastica
PY - 1980
VL - 4
IS - 3
SP - 201
EP - 218
LA - spa
KW - Decisión estadística; Maximización; Quietud esperada; decision problem under risk; expected quietness; invariance by translations
UR - http://eudml.org/doc/38837
ER -

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