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Closed-Form Solution of the Unit Normal Loss Integral in 2 Dimensions, with Application in Value-of-Information Analysis

The unit normal loss integral (UNLI) has wide applicability in decision analysis and risk modeling, including as a solution for computation of various value-of-information (VoI) metrics. However, one limitation of the UNLI has been that its closed-form solution is available for only 1 dimension and...

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Detalles Bibliográficos
Autores principales: Yoon Lee, Tae, Gustafson, Paul, Sadatsafavi, Mohsen
Formato: Online Artículo Texto
Lenguaje:English
Publicado: SAGE Publications 2023
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC10336700/
https://www.ncbi.nlm.nih.gov/pubmed/37269136
http://dx.doi.org/10.1177/0272989X231171166