Anthony O'Hagan, Caitlin E. Buck, Alireza Daneshkhah

Uncertain Judgements

Eliciting Experts' Probabilities
By Anthony O'Hagan, Caitlin E. Buck, Alireza Daneshkhah et al.

• Gebundenes Buch

Produktbeschreibung

Elicitation is the process of extracting expert knowledge about some unknown quantity or quantities, and formulating that information as a probability distribution. Elicitation is important in situations, such as modelling the safety of nuclear installations or assessing the risk of terrorist attacks, where expert knowledge is essentially the only source of good information. It also plays a major role in other contexts by augmenting scarce observational data, through the use of Bayesian statistical methods. However, elicitation is not a simple task, and practitioners need to be aware of a wide range of research findings in order to elicit expert judgements accurately and reliably. Uncertain Judgements introduces the area, before guiding the reader through the study of appropriate elicitation methods, illustrated by a variety of multi-disciplinary examples.

This is achieved by:

_ Presenting a methodological framework for the elicitation of expert knowledge incorporating findings from both statistical and psychological research.
_ Detailing techniques for the elicitation of a wide range of standard distributions, appropriate to the most common types of quantities.
_ Providing a comprehensive review of the available literature and pointing to the best practice methods and future research needs.
_ Using examples from many disciplines, including statistics, psychology, engineering and health sciences.
_ Including an extensive glossary of statistical and psychological terms.

An ideal source and guide for statisticians and psychologists with interests in expert judgement or practical applications of Bayesian analysis, Uncertain Judgements will also benefit decision-makers, risk analysts, engineers and researchers in the medical and social sciences.

Produktdetails

• Statistics in Practice
• Verlag: Wiley & Sons
• 1. Auflage
• Seitenzahl: 340
• Erscheinungstermin: 1. Oktober 2006
• Englisch
• Abmessung: 235mm x 157mm x 24mm
• Gewicht: 616g
• ISBN-13: 9780470029992
• ISBN-10: 0470029994
• Artikelnr.: 20893841

Autorenporträt

Professor Anthony O'Hagan is the Director of The Centre for Bayesian Statistics in Health Economics at the University of Sheffield. The Centre is a collaboration between the Department of Probability and Statistics and the School of Health and Related Research (ScHARR). The Department of Probability and Statistics is internationally respected for its research in Bayesian statistics, while ScHARR is one of the leading UK centres for economic evaluation. Prof O'Hagan is an internationally leading expert in Bayesian Statistics. Co-authors: Professor Paul Gathwaite - Open University, Prof of Statistics, Maths and Computing Dr Jeremy Oakley - Sheffield University Professor John Brazier - Director of Health Economics Group, University of Sheffield Dr Tim Rakow - University of Essex, Psychology Department Dr Alireza Daneshkhah - University of Sheffield, Medical Statistics Department Dr Jim Chilcott - School of Health Research, University of Sheffield, Department of OR

Inhaltsangabe

Preface. 1. Fundamentals of Probability and Judgement. 1.1 Introduction.
1.2 Probability and elicitation. 1.3 Uncertainty and the interpretation of
probability. 1.4 Elicitation and the psychology of judgement. 1.5 What use
are such judgements? 1.6 Conclusions. 2. The Elicitation Context. 2.1 How
and who? 2.2 What is an expert? 2.3 The elicitation process. 2.4
Conventions in Chapters 3 to 9. 2.5 Conclusions. 3. The Psychology of
Judgement Under Uncertainty. 3.1 Introduction. 3.2 Understanding the task
and the expert. 3.3 Understanding research on human judgement. 3.4 The
heuristic and biases research programme. 3.5 Experts and expertise. 3.6
Three meta theories of judgement. 3.7 Conclusions. 4. The Elicitation of
Probabilities. 4.1 Introduction. 4.2 The Calibration of Subjective
Probabilities. 4.3 The calibration in subjective probabilities: theories
and explanations. 4.4 Representations and methods. 4.5 Debiasing. 4.6
Conclusions. 5. Eliciting Distributions - General. 5.1 From probabilities
to distributions. 5.2 Eliciting univariate distributions. 5.3 Eliciting
multivariate distributions. 5.4 Uncertainty and imprecision. 5.5
Conclusions. 6. Eliciting and Fitting a Parametric Distribution. 6.1
Introduction. 6.2 Outline of this chapter. 6.3 Eliciting opinion about a
proportion. 6.4 Eliciting opinion about a general scalar quantity. 6.5
Eliciting opinion about a set of proportions. 6.6 Eliciting opinion about
the parameters of a multivariate normal distribution. 6.7 Eliciting opinion
about the parameters of a linear regression model. 6.8 Eliciting opinion
about the parameters of a generalized linear model. 6.9 Elicitation methods
for other problems. 6.10 Deficiencies in existing research. 6.11
Conclusions. 7. Eliciting Distributions - Uncertainty and Imprecision. 7.1
Introduction. 7.2 Imprecise probabilities. 7.3 Incomplete information. 7.4
Summary. 7.5 Conclusions. 8. Evaluating Elicitation. 8.1 Introduction. 8.2
Scoring rules. 8.3 Coherence, feedback and overfitting. 8.4 Conclusions. 9.
Multiple Experts. 9.1 Introduction. 9.2 Mathematical aggregation. 9.3
Behavioural aggregation. 9.4 Discussion. 9.5 Elicitation practice. 9.6
Research questions. 10. Published Examples of the Formal Elicitation of
Expert Opinion. 10.1 Some applications. 10.2 An example of an elicitation
interview - eliciting engine sales. 10.3 Medicine. 10.4 The nuclear
industry. 10.5 Veterinary science. 10.6 Agriculture. 10.7 Meteorology. 10.8
Business studies, economics and finance. 10.9 Other professions. 10.10
Other examples of the elicitation of subjective probabilities. 11. Guidance
on Best Practice. 12. Areas for Research. Glossary. Bibliography. Author
Index. Index.

Rezensionen

will be of interest to those who are interested primarily in the practicalities of modeling expert judgement and opinion. ( International Journal of Marketing , January 2007)