Allocating the weights in the linear opinion pool
作者:
Christian Genest,
Kevin J. McConway,
期刊:
Journal of Forecasting
(WILEY Available online 1990)
卷期:
Volume 9,
issue 1
页码: 53-73
ISSN:0277-6693
年代: 1990
DOI:10.1002/for.3980090106
出版商: John Wiley&Sons, Ltd.
关键词: Combining opinions;Consensus;Expert resolution;Linear opinion pool;Weights
数据来源: WILEY
摘要:
AbstractA standard approach to the combination of probabilistic opinions involves taking a weighted linear average of the individuals distributions. This paper reviews some of the possible interpretations that have been proposed for these weights in the literature on expert use. Several paradigms for selecting weights are also considered. Special attention is devoted to the Bayesian mechanism used for updating expert weights in the face of new information. An asymptotic result is proved which highlights the importance of choosing the initial weights carefully.
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