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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
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:
cs-677sp2010/continuous-evsi.txt ยท Last modified: 2014/12/08 23:24 by ryancha
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