| 一种风险型决策的决策方法 |
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| 引用本文： | 司马锡生.一种风险型决策的决策方法[J].数理统计与管理,1996,15(1):27-32. |
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| 作者姓名： | 司马锡生 |
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| 作者单位： | 南京化工学院经济贸易系 |
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| 摘 要： | 本文阐明了方案益损值和自然状态概率无准确估计的风险型决策问题的决策方法。证明了在期望值决策准则下，用等概率分层随机抽样得到的方案收益期望值的均值，与用简单随机抽样得到的相同。用正交表进行分层随机抽样，得到方案收益期望值服从正态分布的均值和方差。再根据统计推断理论对方案作出选择，并给出决策的风险估计。
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| 关 键 词： | 运筹学，风险型决策，正交设计，抽样，假设检验 |
A New Method for Decision-Making Under Risk |
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| SiMa XiSheng.A New Method for Decision-Making Under Risk[J].Application of Statistics and Management,1996,15(1):27-32. |
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| Authors: | SiMa XiSheng |
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| Institution: | Dept of Economy and Trade of Najing Institute of Chemical Engineering |
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| Abstract: | This paper suggests a new method for decision-making under risk in which there are n precise estimations of probabilities of natural states and loss-interests. It is verified that th action's mean value of the expected value by simple radom sampling is equal to one by stratified radom sampling. It is also confirmed that the expeted values of an action are normally distributed when a sample is drawn by stratified sampling. The strata are constructed with orthogonal table.Finally, decision-making risk is given. |
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| Keywords: | operations research decision-making under risk orthogonal design sampling hypothesis test |
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