Assessing joint distributions with isoprobability contours / Ali E. Abbas in Management science, Vol. 56 N° 6 (Juin 2010)  

Public ISBD [article]  inManagement science > Vol. 56 N° 6 (Juin 2010) . - pp. 997-1011 Titre : Assessing joint distributions with isoprobability contours Type de document : texte imprimé Auteurs : Ali E. Abbas, Auteur ; David V. Budescu, Auteur ; Yuhong (Rola) Gu, Auteur Année de publication : 2010 Article en page(s) : pp. 997-1011 Note générale : Management Langues : Anglais (eng) Mots-clés : Isoprobability contours Joint probability elicitation Probability encoding Correlation Dependence Index. décimale : 658 Organisation des entreprises. Techniques du commerce Résumé : We present a new method for constructing joint probability distributions of continuous random variables using isoprobability contours—sets of points with the same joint cumulative probability. This approach reduces the joint probability assessment into a one-dimensional cumulative probability assessment using a sequence of binary choices between various combinations of the variables of interest. The approach eliminates the need to assess directly the dependence, or association, between the variables. We discuss properties of isoprobability contours and methods for their assessment in practice. We also report results of a study in which subjects assessed the 50th percentile isoprobability contour of the joint distribution of weight and height. We use the data to show how to use the assessed contours to construct the joint distribution and to infer (indirectly) the dependence between the variables. DEWEY : 658 ISSN : 0025-1909 En ligne : http://mansci.journal.informs.org/content/56/6.toc [article] Assessing joint distributions with isoprobability contours [texte imprimé] / Ali E. Abbas, Auteur ; David V. Budescu, Auteur ; Yuhong (Rola) Gu, Auteur . - 2010 . - pp. 997-1011. Management Langues : Anglais (eng) in Management science > Vol. 56 N° 6 (Juin 2010) . - pp. 997-1011 Mots-clés : Isoprobability contours Joint probability elicitation Probability encoding Correlation Dependence Index. décimale : 658 Organisation des entreprises. Techniques du commerce Résumé : We present a new method for constructing joint probability distributions of continuous random variables using isoprobability contours—sets of points with the same joint cumulative probability. This approach reduces the joint probability assessment into a one-dimensional cumulative probability assessment using a sequence of binary choices between various combinations of the variables of interest. The approach eliminates the need to assess directly the dependence, or association, between the variables. We discuss properties of isoprobability contours and methods for their assessment in practice. We also report results of a study in which subjects assessed the 50th percentile isoprobability contour of the joint distribution of weight and height. We use the data to show how to use the assessed contours to construct the joint distribution and to infer (indirectly) the dependence between the variables. DEWEY : 658 ISSN : 0025-1909 En ligne : http://mansci.journal.informs.org/content/56/6.toc

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