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文章基本信息

  • 标题:Statistically Sufficient Aggregation of Performance Measures under a Normal Distribution
  • 本地全文:下载
  • 作者:Junwook Yoo
  • 期刊名称:Theoretical Economics Letters
  • 印刷版ISSN:2162-2078
  • 电子版ISSN:2162-2086
  • 出版年度:2019
  • 卷号:9
  • 期号:7
  • 页码:2229-2235
  • DOI:10.4236/tel.2019.97141
  • 出版社:Scientific Research Publishing
  • 摘要:This study analyzes the minimum dimension of statistically sufficient aggregation when performance measures are joint-normally distributed. Statistically sufficient aggregates incur no loss of information during the aggregation process and provide robustness to performance evaluation systems. This study shows that there is no one-dimensional statistically sufficient aggregate in a multi-task setting..
  • 关键词:Aggregation;Performance Measures;Multiple Tasks;Sufficiency
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