【正文】 ) (value function) 決策權(quán)函數(shù) π(p) (decision weight function) 前景理論 (Prospect Theory, PT) ? Kahneman和 Tversky（ 1979）認(rèn)為，個(gè)人風(fēng)險(xiǎn)條件下的決策過程分為兩個(gè)階段： ? 第一階段：編輯階段 。被編輯期望的全部?jī)r(jià)值 V，用兩個(gè)主觀量度 π和 v來表達(dá)。 確定效應(yīng) 損失規(guī)避 參照依賴 反射效應(yīng) 迷戀小概率事件 前景理論 PT理論的基本原理 PT理論的基本原理 ? 在《賭客信條》一書中，作者孫惟微將前景理論歸納為 5句話： ? “二鳥在林，不如一鳥在手”，在確定的收益和“賭一把”之間，多數(shù)人會(huì)選擇確定的好處。稱之為 “反射效應(yīng)” 。稱之為 “迷戀小概率事件” 。 ? 2）考慮下面兩個(gè)博彩： ? 博彩 C： 33%的機(jī)會(huì)得到 2500元， 67%的機(jī)會(huì)什么也得不到； ? 博彩 D： 34%的機(jī)會(huì)得到 2400元， 66%的機(jī)會(huì)什么也得不到。根據(jù)期望效用理論有： U(C) U(D)。 ? 2）現(xiàn)在考慮下面兩個(gè)博彩： ?博彩 C：肯定損失 1000元 。這說明人是風(fēng)險(xiǎn)偏好的，理由如下： U(C)U(D)，可得： U(1000) (0)+(2023) ?當(dāng)行動(dòng)結(jié)果是受益時(shí)，行為人是風(fēng)險(xiǎn)規(guī)避者；而當(dāng)行動(dòng)結(jié)果是損失時(shí)，行為人是風(fēng)險(xiǎn)偏好者，這個(gè)稱為反射效果。 ? 博彩 A：肯定贏 1000元 。 ? 博彩 D： 50%可能性損失 2023元， 50%可能性什么也不損失。 三、分離效應(yīng) (isolation effect) ? 問卷的結(jié)果顯示有 78%的受訪者選擇博彩 B，即：25% 80% U(4000)25% 100% U(3000)→ 20% U(4000) 25% (3000) ? 問卷顯示大部分人選擇了博彩 C，即： 20% U(4000) 25% (3000) ? 由此可知道，在兩階段博弈當(dāng)中個(gè)人有短視（ myopia）現(xiàn)象，只考慮第二階段而忽視了第一階段。 ? 好心人開始很納悶，后來突然醒悟，就沖著快要下沉的吝嗇鬼大喊“我把手給你，你快抓住我！”，這吝嗇鬼一下就抓住了這個(gè)好心人的手。現(xiàn)有兩種與疾病作斗爭(zhēng)的方案可供選擇。 （ 28%） ? 情景二：對(duì)第二組被試（ N=155）敘述同樣的情景，同時(shí)將解決方案改為 C和 D： ? 如果采用 C方案， 400人將死去。 效用理論的改進(jìn)模型與 前景理論模型 ? 效用理論 (Bernoulli)和期望效用理論(Von Neumann and Menstern)認(rèn)為 ，人們對(duì)待風(fēng)險(xiǎn)的態(tài)度始終不變 ， 其效用函數(shù)自始至終為凹形 （ 圖 A） 。 A B C D 決策權(quán)函數(shù) (Decision Weight Function) ( 0) 0 , ( 1 ) 1?? ???1. ()1p p pp ??????當(dāng) 接 近 0 時(shí) ,當(dāng) 接 近 時(shí) , (p)p(p)+ (1p) 1?2. ????? 1)]1([ iiiipppp???）（?Kahneman和 Tversky(1979)給出的決策權(quán)函數(shù)的形式如下： 決策權(quán)函數(shù) π(p) 具有“確定性效應(yīng) (certainty effect) ? 期望效用理論 (EU) 認(rèn)為 ：某一事件的概率 1個(gè)百分點(diǎn)的增量，應(yīng)該對(duì)結(jié)果的權(quán)重具有同樣的影響，無論最初的概率是 0%，41%還是 99%。 ? 由不確定性到不確定性的變化帶給人感覺的效力較?。罕热?，由 p=至 p= 10%的變化可能是微不足道的。 ? 決策權(quán)重函數(shù)具有以下特點(diǎn)： ? （ 1）決策權(quán)重不是概率，它并不符合概率公理。 ? 期望效用理論為某些簡(jiǎn)單、透明的決策問題提供了標(biāo)準(zhǔn)；但大多數(shù)現(xiàn)實(shí)生活中的決策問題是復(fù)雜的，需要更加豐富的行為模型。s choices as better than they actually were.[13] ? Clustering illusion – the tendency to overexpect small runs, streaks or clusters in large samples of random data ? Confirmation bias – the tendency to search for or interpret information or memories in a way that confirms one39。 causes error in accurately predicting the utility of a future oute.[28] ? Forer effect or Barnum effect – the observation that individuals will give high accuracy ratings to descriptions of their personality that supposedly are tailored specifically for them, but are in fact vague and general enough to apply to a wide range of people. This effect can provide a partial explanation for the widespread acceptance of some beliefs and practices, such as astrology, fortune telling, graphology, and some types of personality tests. ? Framing effect – drawing different conclusions from the same information, depending on how or by whom that information is presented. ? Frequency illusion – the illusion in which a word, a name or other thing that has recently e to one39。s own strong partisan views. ? Hothand fallacy The hothand fallacy (also known as the hot hand phenomenon or hot hand) is the fallacious belief that a person who has experienced success has a greater chance of further success in additional attempts ? Hyperbolic discounting – the tendency for people to have a stronger preference for more immediate payoffs relative to later payoffs, where the tendency increases the closer to the present both payoffs are.[34] Also known as current moment bias, presentbias, and related to Dynamic inconsistency. ? Illusion of control – the tendency to overestimate one39。t fit then you must acquit. ? Risk pensation / Peltzman effect – the tendency to take greater risks when perceived safety increases. ? Selective perception – the tendency for expectations to affect perception. ? Semmelweis reflex – the tendency to reject new evidence that contradicts a paradigm.[52] ? Selection bias the distortion of a statistical analysis, resulting from the method of collecting samples. If the selection bias is not taken into account then certain conclusions drawn may be wrong. ? Social parison bias – the tendency, when making hiring decisions, to favour potential candidates who don39。t because of their lack of visibility. ? Texas sharpshooter fallacy pieces of information that have no relationship to one another are called out for their similarities, and that similarity is used for claiming the existence of a pattern. ? Timesaving bias – underestimations of the time that could be saved (or lost) when increasing (or decreasing) from a relatively low speed and overestimations of the time that could be saved (or lost) when increasing (or decreasing) from a relatively high speed. ? Unit bias – the tendency to want to finish a given unit of a task or an item. Strong effects on the consumption of food in particular.[58] ? Well travelled road effect – underestimation of the duration taken to traverse ofttraveled routes and overestimation of the duration taken to traverse less familiar routes. ? Zerorisk bias – preference for reducing a small risk to zero over a greater reduction in a larger risk. ? Zerosum heuristic – Intuitively judging a situation to be zerosum (., that gains and losses are correlated). Derives from the zerosum game in game theory, where wins and losses sum to zero.[59][60] The frequency with which this bias occurs may be related to the social dominance orientation personality factor. Social biases (1/3) ? Actorobserver bias – the tendency for explanations of other individuals39。 perceptions of them (see also physical attractiveness stereotype).[64] ? Illusion of asymmetric insight – people perceive their knowledge of their peers to surpass their peers39。s future selves) share one39。 ability to know them, and they also overestimate their ability to know others. ? Illusory superiority – overestimating one39。s own beha