情報處理 接近方法에 의한 主觀的 個別確率 推定値의 結合方案

An Alternative Weighting Average Method for Aggregating Individual Subjective Probability Estimate: Information Process Approach

This paper proposes a new weight-assignment method for the weighting average method in group decision making. This method decides the weights to be assigned to experts based on both amount of information and value of information which experts provide to a decision maker. A simple numerical example is also presented. Amount of information is decided based on expert's assessment and decision maker's knowledge on interest. The value of information is based on confidence of expert on the event. Expert's assessment is used in three ways; (1) probability itself (2) measure of confidence and (3) measure of amount of information. Three methods of individual probability aggregation which are widely used at present are reviewed and discussed.