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Sample size determination with imprecise risk aversion

Lookup NU author(s): Dr Malcolm Farrow

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Abstract

We consider multi-attribute utility functions, particularly applied to the choice of a design and sample sizes for an experiment. We extend earlier work, which allowed imprecision in the trade-offs between attributes, to allow imprecision also in the shape of marginal utility functions. The method is illustrated with a simple example involving a two-group binomial experiment.


Publication metadata

Author(s): Farrow M

Editor(s): Cozman, F; Denoeux, T; Destercke, S; Seidenfeld, T

Publication type: Conference Proceedings (inc. Abstract)

Publication status: Published

Conference Name: ISIPTA'13: Proceedings of the Eighth International Symposium on Imprecise Probability: Theories and Applications

Year of Conference: 2013

Pages: 119-128

Publisher: Society for Imprecise Probability: Theories and Applications

URL: http://www.sipta.org/isipta13

Library holdings: Search Newcastle University Library for this item

ISBN: 9782913923355


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