교환역설과 합리적 의사결정

Exchange paradox and rational decision

  • 채경철 ((305-701) 대전시 유성구 구성동 373-1, 한국과학기술원 산업경영학과) ;
  • 안창원 ((305-701) 대전시 유성구 구성동 373-1, 한국과학기술원 산업경영학과)
  • 발행 : 1996.03.01

초록

이 글에서는, 최근 논란이 계속되고 있는 교환역설문제의 진상을 규명하고, 교환문제에서는 베이지안 의사결정이 항상 유리함을 보인다. 아울러, 교환문제를 불확실성하에서의 합리적 의사결정문제로 해석한다.

In this tutorial note, we resolve debates generated by Exchange Paradox. In particular, we show that Bayesian solution is superior to frequentist's. Then, in terms of decision analysis, we show that any rational decision is superior to no-action policy.

키워드

참고문헌

  1. The American Statistician v.47 no.2 Comment by Binder and Reply Binder, D. A.
  2. International Journal of Mathematical Education in Science and Technology v.26 no.4 A Resolution of the Exchange Paradox, Working Paper, Dept. of Industrial Management, KAIST. Chae, K. C.
  3. The American Statistician v.46 no.4 Bayesian Resolution of the Exchange Paradox Christensen, R.;Utts, J.
  4. The American Statistician v.47 no.4 Comment by Ridgway and Reply Ridgway, T.
  5. The American Statistician v.48 no.3 Comment by Ross and Reply Ross, S. M.