About ranking of criterions for selection of solutions formed on the risk matrix

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The analysis of cross-correlation degree of a number of criteria for selection of solutions under statistical indefiniteness formed on risk (loss) matrix is presented. The ranking of this criterions by risk degree allowed to establish the relation of non-strict order between them. Thus, it is shown the possibility of using rank scale, which allow to vary the a priori risk degree of strategies when solving problems of the class “game with nature”.

Criterion, risk, correlation, strategy, matrix, optimism

Короткий адрес: https://sciup.org/148160307

IDR: 148160307

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