A Study on Choice of Subjective Probability Elicitation

• Main Authors: Hsien-Ming Liu, 劉憲明
• Other Authors: 蔡向榮
• Format: Others
• Language: zh-TW
• Published: 2001
• Online Access: http://ndltd.ncl.edu.tw/handle/10765593016649724496

碩士 === 國防管理學院 === 資源管理研究所 === 89 === Under the umbrella of risk and decision analysis, subjective probability is applied in many aspects. In the past years, many researchers dedicated their efforts to the elicitation procedures of subjective probability and comparison of them in consistency, reliability, and accuracy by experiments. However, we find no specific approach fits all different decision circumstances. Hence this study analyzed their corresponding characteristics and adequate circumstances applied with respect to different elicitations, respectively. Then we classify the category of elicitation by ex-post or ex-ante usage, application to discrete or continuous variable, direct or indirect elicitation and reference to internal or external information. In addition, elicitation selection procedure is constructed via the resultant classification from viewpoints of practical decision procedure. Finally potential biases with respect to influential factors of elicitation procedure are not only discussed but some suggestions for biases-avoidance are also proposed to decision analysts.