# 浅谈贝叶斯风险决策分析

1 贝叶斯决策理论

P(Ai/B)=P(Ai)P(B/Ai)P(B)

P(B)=∑
n
i=1P(Ai)P(B/Ai)

2 一例经济决策的贝叶斯风险分析

。[收稿日期]2006-6-29
[作者简介]何江妮(1965-),女,四川万县人,高级讲师,在读硕士研究生,主要从事经济应用数学方向的研究。

E(A1)=0.6×8+0.4×(-3)=4.8-1.2=3.6(万元)
E(A2)=0.6×(-4)+0.4×10=-2.4+4=1.6(万元)

P(Zj/Si)调查

Z1

Z2

Z3

S10.80 0.10 0.10
S2 0.10 0.75 0.15
从上表可以看出,市场调查认为畅销的准确性比认为滞销的准确性高一点,同时还会出现得不出确定结

P(S1Z1)=P(S1)P(Z1/S1)
P(S1/Zj)与P(S2/Zj)    (j=1,2,3)

P(Si/Zj)=P(Si)P(Zj/Si)P(Zj)(i=1,2 j=1,2,3)

Zj
Pij
Si
Z1Z2Z3P(Sj)
S10.48 0.06 0.06 0.6
S20.04 0.3 0.06 0.4
P(Zj) 0.52 0.36 0.12

P(S1/Zj)0.480.52=0.9230.060.36=0.1670.060.12=0.50
P(S2/Zj)0.040.52=0.0770.30.36=0.8330.060.12=0.50
19第4期何江妮等   浅谈贝叶斯风险决策分析

0.6相比,显然是提高了。其余数值也可同样进行对比。

8×P(S1/Z1)+(-3)×P(S2/Z1)=8×0.923+(-3)×0.077=7.153(万元)

(-4)×P(S1/Z1)+10×P(S2/Z1)=(-4)×0.923+10×0.077=2.922(万元)

0.52×7.153+0.36×7.66+0.12×3=6.84万元,显然大于不调查的3.6万元。所以只要调查费用少于
(6.84-3.6)=3.24万元,就应该调查后再决策。也可以说新信息的价值是3.24万元。因此,设法取得新信

3 小结

20新疆师范大学学报(自然科学版) 2006年
:
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[4]英徐根,张国政.计算物理化学[M].北京:科学出版社,2001
[5] W.R.Smith,R.W.Missen,Chemical Reaction Equilibrium Analysis Theory and Algorithms[M].New York:CRC Press,1982
[6]许志宏,王乐珊.无机热化学数据库[M].北京:科学出版社,1987
[7] P.L.David.CRC Handbook of Chemistry and Physics(76th.Ed)[M].New York:CRC Press,1996
[8] J.H.Mathews,K.D.Fink. Numerical method using Matlab[M].Beijing:Publish house of electronics industry,2002
Calculating of Reducibility and Thermal Stability
for Nonmetal Hydride with Thermodynamics Data
SU Zhi
(College of Life and Environmental Sciences,Xinjiang Normal University,Urumqi Xinjiang830054)
Abstract: Based on the relation of temperature andΔrGoin a chemical reaction, the author abtains the
regularity of reducibility and thermal stability for fifteen nonmetal hydrides by the self-designing comput-
er program. In the paper is also introduced the relational curves of the reactive temperature and theΔrGo
values of the oxidation-reduction reaction of nonmetal hydride and CuO and the reactive temperature and
theΔrGovalues of decomposition reaction of nonmetal hydride and the lineal regression equations of re-
ducibility and thermal staility.
Key words: Thermodynamics data; nonmetal hydride; reducibility;thermal properties of matter
(上接第20页)

[1]郭仲伟.风险分析与决策[M].北京:机械工业出版社,1987
[2]陈魁.应用概率统计[M].北京:清华大学出版社,2000
[3]马会礼.量化信息的价值推动信息服务业发展[J].新疆经济管理干部学院学报,1999
On the Bayes Risk Decision-making Analysis
HE Jiangni, WANG Min
(Xinjiang Institute of Finance and Economics,Urumqi Xinjiang830012)
Abstract: It has risks engaging an economic activity. Before making an economical decision, we
should pay great attention to its risk analysis. This paper applies the theory of Bayes to economic activi-
ties, and summarizes basic principles of the Bayes theory, and proposes the steps and the method in apply-
ing the Bayes theory based on a concrete case.
Key words: Bayes decision-making; Risk analysis; expectation income
33第4期粟 智   应用热化学数据推算非金属氢化物的还原性和热稳定性220