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Evaluación multiatributo con información parcial sobre las referencias.

M.ª Jesús Ríos Insua, Sixto Ríos Insua (1985)

Trabajos de Estadística e Investigación Operativa

En este trabajo consideramos el problema de la evaluación multiatributo en términos de una función de valor vectorial que conduce a un espacio de criterios en el que suponemos es posible obtener información parcial secuencial sobre las preferencias la cual se traduce en conos definidos sobre el espacio de criterios. También consideramos dentro del esquema señalado la situación en la cual el decisor parte de un subconjunto del conjunto total de decisiones, introduciendo el conjunto K-eficiente aproximado...

Funciones de evaluación modales.

M.ª Pilar García-Carrasco Aponte (1987)

Trabajos de Estadística

Este trabajo contiene la definición, justificación intuitiva, caracterización y principales propiedades y casos particulares de las denominadas funciones de evaluación modales. Se considera un problema de decisión con espacio paramétrico finito y conjunto de acciones igual al conjunto de posibles distribuciones de probabilidad sobre él; se trata de estudiar las funciones de utilidad que, en este caso y mediante el criterio Bayes, conducen a tomar como acción óptima la distribución degenerada en...

Les P-values comme votes d'experts

Guy Morel (2010)

ESAIM: Probability and Statistics

The p-values are often implicitly used as a measure of evidence for the hypotheses of the tests. This practice has been analyzed with different approaches. It is generally accepted for the one-sided hypothesis problem, but it is often criticized for the two-sided hypothesis problem. We analyze this practice with a new approach to statistical inference. First we select good decision rules without using a loss function, we call them experts. Then we define a probability distribution on the space...

Optimal sequential multiple hypothesis testing in presence of control variables

Andrey Novikov (2009)

Kybernetika

Suppose that at any stage of a statistical experiment a control variable X that affects the distribution of the observed data Y at this stage can be used. The distribution of Y depends on some unknown parameter θ , and we consider the problem of testing multiple hypotheses H 1 : θ = θ 1 , H 2 : θ = θ 2 , ... , H k : θ = θ k allowing the data to be controlled by X , in the following sequential context. The experiment starts with assigning a value X 1 to the control variable and observing Y 1 as a response. After some analysis, another value X 2 for...

Optimal streams of premiums in multiperiod credibility models

L. Gajek, P. Miś, J. Słowińska (2007)

Applicationes Mathematicae

Optimal arrangement of a stream of insurance premiums for a multiperiod insurance policy is considered. In order to satisfy solvency requirements we assume that a weak Axiom of Solvency is satisfied. Then two optimization problems are solved: finding a stream of net premiums that approximates optimally 1) future claims, or 2) "anticipating premiums". It is shown that the resulting optimal streams of premiums enable differentiating between policyholders much more quickly than one-period credibility...

Predictive sample reuse techniques for censored data.

Seymour Geisser (1980)

Trabajos de Estadística e Investigación Operativa

Predictive sample reuse methods usually applied in low structure aparametric paradigms are shown to be useful in certain high structure situations when conjoined with a Bayesian approach. Particular attention is focused on the incomplete data situation for which two alternative sample reuse approaches are devised. The first involves differential weighting and the second a recursive sample reuse algorithm. These are applied to censored exponential survival data. The exponential approach appears to...

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