【摘要】 高斯影响图(GID)由Shachter教授于1989年提出。GID将各变量设定为多元正态分布;用关联系数表示变量之间的相关性,用变量的条件,独立性地简化多元正态分布表示方法,其具有概率推理及决策分析的功能;改进了GID模型,形成了投资风险分析的GID程序化算法,并进行了实证分析。更多还原

【Abstract】 Gaussian influence diagram(GID)was developed by professor Shachter in 1989.In GID,all variables are of multivariate normal distribution and the dependence of the variables ane represented by arc coefficient.GID exploits cenditional distribution to simplify elicitation of parametes for the multivariate matrix and has the function of probabilistic inference and decision analysis.This paper modifies the algonthm of GID and forms the GID invest risk analysis procedure,which is demonstrated with example.更多还原