O'Hagan / Buck / Daneshkhah Uncertain Judgements

Eliciting Experts' Probabilities
1. Auflage 2006
ISBN: 978-0-470-03330-2
Verlag: John Wiley & Sons
Format: PDF
Kopierschutz: Adobe DRM (»Systemvoraussetzungen)

E-Book, Englisch, 338 Seiten, E-Book

Reihe: Statistics in Practice

Elicitation is the process of extracting expert knowledge aboutsome unknown quantity or quantities, and formulating thatinformation as a probability distribution. Elicitation is importantin situations, such as modelling the safety of nuclearinstallations or assessing the risk of terrorist attacks, whereexpert knowledge is essentially the only source of goodinformation. It also plays a major role in other contexts byaugmenting scarce observational data, through the use of Bayesianstatistical methods. However, elicitation is not a simple task, andpractitioners need to be aware of a wide range of research findingsin order to elicit expert judgements accurately and reliably.Uncertain Judgements introduces the area, before guiding thereader 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 ofexpert knowledge incorporating findings from both statistical andpsychological research.
* Detailing techniques for the elicitation of a wide range ofstandard distributions, appropriate to the most common types ofquantities.
* Providing a comprehensive review of the available literatureand pointing to the best practice methods and future researchneeds.
* Using examples from many disciplines, including statistics,psychology, engineering and health sciences.
* Including an extensive glossary of statistical andpsychological terms.
An ideal source and guide for statisticians and psychologistswith interests in expert judgement or practical applications ofBayesian analysis, Uncertain Judgements will also benefitdecision-makers, risk analysts, engineers and researchers in themedical and social sciences.

Autoren/Hrsg.

O'Hagan, Anthony

Buck, Caitlin E.

Daneshkhah, Alireza

Eiser, Richard

Eiser, J. Richard

Garthwaite, Paul

Garthwaite, Paul H.

Jenkinson, David

Jenkinson, David J.

Oakley, Jeremy

Oakley, Jeremy E.

Rakow, Tim

Inhaltsverzeichnis

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. 3.4.6 Theaffect heuristic.
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 andexplanations.
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 amultivariate normal distribution.
6.7 Eliciting opinion about the parameters of a linearregression model.
6.8 Eliciting opinion about the parameters of a generalizedlinear model.
6.9 Elicitation methods for other problems.
6.10 Deficiencies in existing research.
6.11 Conclusions.
7. Eliciting Distributions - Uncertainty andImprecision.
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 ExpertOpinion.
10.1 Some applications.
10.2 An example of an elicitation interview - eliciting enginesales.
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 subjectiveprobabilities.
11. Guidance on Best Practice.
12. Areas for Research.
Glossary.
Bibliography.
Author Index.
Index.

Über Autor(innen)

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