翻訳と辞書 Words near each other ・ Rank of an abelian group ・ Rank Organisation ・ Rank product ・ Rank reversals in decision-making ・ Rank ring ・ Rank scale ・ Rank SIFT ・ Rank Strangers ・ Rank test ・ Rank theory of depression ・ Rank up ・ Rank Xerox ・ Rank's Green ・ Rank, Iran ・ Rank, Nepal ・ Rank-dependent expected utility ・ Rank-into-rank ・ Rank-Raglan mythotype ・ Rank-size distribution ・ Ranka ・ Ranka (disambiguation) ・ Ranka (legend) ・ Ranka Garhwa ・ Ranka parish ・ Ranka Velimirović ・ Rankala Lake ・ Rankalkoppa ・ Rankbach ・ Rankbach Railway ・ RankBrain Dictionary Lists mini英和辞書 mini和英辞書 Webster 1913 Latin-English FOLDOC Wikipedia English ウィキペディア

翻訳と辞書　辞書検索 [ 開発暫定版 ] スポンサード リンク Rank-dependent expected utility ： ウィキペディア英語版 Rank-dependent expected utility The rank-dependent expected utility model (originally called anticipated utility) is a generalized expected utility model of choice under uncertainty, designed to explain the behaviour observed in the Allais paradox, as well as for the observation that many people both purchase lottery tickets (implying risk-loving preferences) and insure against losses (implying risk aversion). A natural explanation of these observations is that individuals overweight low-probability events such as winning the lottery, or suffering a disastrous insurable loss. In the Allais paradox, individuals appear to forgo the chance of a very large gain to avoid a one per cent chance of missing out on an otherwise certain large gain, but are less risk averse when offered the chance of reducing an 11 per cent chance of loss to 10 per cent. A number of attempts were made to model preferences incorporating probability theory, most notably the original version of prospect theory, presented by Daniel Kahneman and Amos Tversky (1979). However, all such models involved violations of first-order stochastic dominance. In prospect theory, violations of dominance were avoided by the introduction of an 'editing' operation, but this gave rise to violations of transitivity. The crucial idea of rank-dependent expected utility was to overweight only unlikely extreme outcomes, rather than all unlikely events. Formalising this insight required transformations to be applied to the cumulative probability distribution function, rather than to individual probabilities (Quiggin, 1982, 1993). The central idea of rank-dependent weightings was then incorporated by Daniel Kahneman and Amos Tversky into prospect theory, and the resulting model was referred to as cumulative prospect theory (Tversky & Kahneman, 1992). ==Formal representation== As the name implies, the rank-dependent model is applied to the increasing rearrangement $\backslash mathbf\_$ of $\backslash mathbf$ which satisfies $y\_\backslash leq\; y\_\backslash leq\; ...\backslash leq$ y_. $W(\backslash mathbf)=\backslash sum\_h\_(\backslash mathbf)u(y\_)$ where $\backslash mathbf\backslash in\; \backslash Pi\; ,u:\backslash mathbb\; \backslash rightarrow\; \backslash mathbb\; ,$ and $h\_($ \mathbf) is a probability weight such that $h\_(\backslash mathbf)=q\backslash left(\; \backslash sum\backslash limits\_^\backslash pi\; \_\backslash right)$ -q\left( \sum\limits_^\pi _\right) for a transformation function $q:()\backslash rightarrow\; ()$ with $q(0)=0$, $$ q(1)=1 . Note that $\backslash sum\_h\_(\backslash mathbf)=q\backslash left(\; \backslash sum\backslash limits\_^\backslash pi$ _\right) =q(1)=1 so that the decision weights sum to 1. 抄文引用元・出典: フリー百科事典『 ウィキペディア（Wikipedia）』 ■ウィキペディアで「Rank-dependent expected utility」の詳細全文を読む スポンサード リンク 翻訳と辞書 : 翻訳のためのインターネットリソース Copyright(C) kotoba.ne.jp 1997-2016. All Rights Reserved.