(Be-B)模型下二行动线性决策问题的抽样信息期望值

Expected Value of Sampling Information for Linear Decision Problem on Two Actions under the Be-B Model

提出Be-B决策模型,讨论此模型下二行动线性决策问题的抽样信息期望值(EVSI)的计算问题.通过计算参数的后验分布,建立了后验最优行动选取规则,得到此决策问题的最优决策函数,进而给出EVSI的计算公式.

A Be-B decision model is proposed and the calculation of the expected value of sampling informa- tion （EVSI） for linear decision problem on two actions under the model mentioned above is discussed. By calculating the posterior distribution of the parameter, the choosing criteria about the best posterior actions is established and the best decision function is obtained. Finally, the counting formula of EVSI is given.