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摘要翻译：
决策者从判断决策开始，并移动到置信区间的最近边界。该统计决策规则是可接受的，不比判断决策差，概率等于置信度，置信度被解释为统计风险厌恶系数。该置信度与决策者对不确定性的厌恶程度有关，并可通过实验室实验用urns a la Ellsberg得到。该决策规则被应用于一个投资者的资产配置问题，该投资者的判断决策是将其全部财富保留为现金。
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英文标题：
《Deciding with Judgment》
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作者：
Simone Manganelli
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最新提交年份：
2019
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分类信息：
一级分类：Statistics 统计学
二级分类：Methodology 方法论
分类描述：Design, Surveys, Model Selection, Multiple Testing, Multivariate Methods, Signal and Image Processing, Time Series, Smoothing, Spatial Statistics, Survival Analysis, Nonparametric and Semiparametric Methods
设计，调查，模型选择，多重检验，多元方法，信号和图像处理，时间序列，平滑，空间统计，生存分析，非参数和半参数方法
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一级分类：Economics 经济学
二级分类：Econometrics 计量经济学
分类描述：Econometric Theory, Micro-Econometrics, Macro-Econometrics, Empirical Content of Economic Relations discovered via New Methods, Methodological Aspects of the Application of Statistical Inference to Economic Data.
计量经济学理论，微观计量经济学，宏观计量经济学，通过新方法发现的经济关系的实证内容，统计推论应用于经济数据的方法论方面。
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英文摘要：
A decision maker starts from a judgmental decision and moves to the closest boundary of the confidence interval. This statistical decision rule is admissible and does not perform worse than the judgmental decision with a probability equal to the confidence level, which is interpreted as a coefficient of statistical risk aversion. The confidence level is related to the decision maker's aversion to uncertainty and can be elicited with laboratory experiments using urns a la Ellsberg. The decision rule is applied to a problem of asset allocation for an investor whose judgmental decision is to keep all her wealth in cash.
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PDF链接：
https://arxiv.org/pdf/1903.06980
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