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 cs-677sp2010:continuous-evsi [2014/12/08 16:23]ryancha cs-677sp2010:continuous-evsi [2014/12/08 16:24] (current)ryancha Both sides previous revision Previous revision 2014/12/08 16:24 ryancha 2014/12/08 16:23 ryancha 2014/12/08 16:20 ryancha 2014/12/08 16:11 ryancha created 2014/12/08 16:24 ryancha 2014/12/08 16:23 ryancha 2014/12/08 16:20 ryancha 2014/12/08 16:11 ryancha created Line 3: Line 3: Suppose we have a normally distributed node: Suppose we have a normally distributed node: - $$\theta \sim N(\theta_0, \sigma_0^2) whose PDF will be referred to as g(\theta)\,​$$. + $\theta \sim N(\theta_0, \sigma_0^2)$ whose PDF will be referred to as $g(\theta)\,​$. We will make a decision among two choices. ​ Our utility depends upon the value of $\theta$ and the choice we make.  We assume that for each choice, the utility function is linear: We will make a decision among two choices. ​ Our utility depends upon the value of $\theta$ and the choice we make.  We assume that for each choice, the utility function is linear: