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ERROR PROPAGATION IN THE ELICITATION OF UTILITY AND PROBABILITY WEIGHTING FUNCTIONS

机译：实用性和概率加权函数的求和中的错误传播

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摘要

Elicitation methods in decision-making under risk allow us to infer the utilities of outcomes as well as the probability weights from the observed preferences of an individual. An optimally efficient elicitation method is proposed, which takes the inevitable distortion of preferences by random errors into account and minimizes the effect of such errors on the inferred utility and probability weighting functions. Under mild assumptions, the optimally efficient method for eliciting utilities and probability weights is the following three-stage procedure. First, a probability is elicited whose subjective weight is one half. Second, the utility function is elicited through the midpoint chaining certainty equivalent method using the probability elicited at the first stage. Finally, the probability weighting function is elicited through the probability equivalent method.
机译：风险决策中的启发方法使我们能够根据观察到的个人偏好来推断结果的效用以及概率权重。提出了一种最优有效的启发方法，该方法考虑了随机误差导致的偏好不可避免的失真，并使这种误差对推断效用和概率加权函数的影响最小。在温和的假设下，得出效用和概率权重的最佳有效方法是以下三个步骤。首先，得出主观权重为一半的概率。其次，使用中点链确定性等效方法，利用在第一阶段得出的概率来得出效用函数。最后，通过概率等价方法得出概率加权函数。

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