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cs-677sp2010:continuous-evsi [2014/12/08 23:23] ryancha |
cs-677sp2010:continuous-evsi [2014/12/08 23:24] (current) ryancha |
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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: |