Local sensitivity analysis in Bayesian Decision Theory

被引：0

作者：

Martin, J ^{[1
]}

Insua, DR ^{[1
]}

机构：

[1] Madrid Tech Univ, Decis Anal Grp, Madrid 28660, Spain

来源：

BAYESIAN ROBUSTNESS | 1996年 / 29卷

关键词：

Bayesian Decision Theory; local sensitivity analysis; Frechet derivative;

D O I：

10.1214/lnms/1215453064

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

We study local sensitivity in Bayesian Decision Theory, allowing for imprecision in the Decision Maker's preferences and beliefs. Our tools are based on Frechet derivatives of operators and their norms. They allow us to detect cases in which robustness is lacking and, eventually, the most critical judgments determining choice.

引用

页码：119 / 135

页数：17

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