15. ෮श
શϕΠδΞϯߧۉͷఆٛ
શϕΠδΞϯߧۉ
ઓུͷ ͱ৴೦ͷମܥ ͷ Ͱ
͕ ͷͱͰஞ࣍߹ཧతͰ͋Γ
͕ ʹ߹తͰ͋ΔͷΛ
ऑશϕΠδΞϯ͏͍ͱߧۉ
ߦಈઓུͷஞ࣍߹ཧੑ
ల։ܗήʔϜ ʹ͓͍ͯ
৴೦ͷମܥ ͕༩͑ΒΕ͍ͯΔͱ͢Δ͜ͷͱ͖
ઓུͷ ͕
ϓϨΠϠʔͷใू߹ ʹ͓͍ͯҎԼΛຬͨ͢ͱ͖
৴೦ͷମܥ ͷͱͰใू߹ ʹ͓͍ͯஞ࣍߹ཧతͰ͋Δͱ͍͏
͕ҙͷϓϨΠϠʔͷҙͷใू߹ ʹ͓͍ͯஞ࣍߹ཧతͰ͋Δ߹
৴೦ͷମܥ ͷͱͰஞ࣍߹ཧతͰ͋Δͱ͍͏
৴೦ͷମͱܥ߹ੑ
ల։ܗήʔϜ ʹ͓͍ͯ
ઓུͷ ͕༩͑ΒΕ͍ͯΔͱ͢Δ͜ͷͱ͖
৴೦ͷମܥ ͕
ҙͷϓϨΠϠʔͷҙͷใू߹ ʹ͓͍ͯ
Ͱ͋Ε
ͯ͢ͷ ͷ ʹ͍ͭͯ
ͱͳΔͱ͖
ઓུͷ ʹ͓͍ͯ߹తͰ͋Δͱ͍͏
b μ (b, μ) b μ μ b
Γ μ b = (b1
, ⋯, bn
) i ui
l
b μ ui
l
Hi
(ui
l, μ, (bi,ui
l, b−i,ui
l)) ≥ Hi
(ui
l, μ, (b′i,ui
l, b−i,ui
l)), ∀b′i,ui
l ∈ Bi,ui
l
b i ui
l b μ
Γ b = (b1
, ⋯, bn
) μ i ui
l
Prob(ui
l |b) 0 ui
l x*
μ(x*) =
Prob(x*|b)
∑x∈ui
l
Prob(x|b)
μ b
x0
x1
x2
p =
1
4
/(
1
4
+
1
3
) =
3
7
1 − p
1
4
1
3
5
12
p
16. શϕΠδΞϯߧۉ
ల։ܗදݱ
a
N
c
1
1
2
2
ࣗવ
t1
1
(3, 3)
(0, 1)
(−2, 2)
1
2
1
2
٬֬؍
t1
2
a
b
b
d
(2, 1)
2
(−1, 1)
(−2, 0)
(0, 3)
(1, 3)
2
c
d
e
f
e
f
ใू߹ ʹ͓͚Δ৴೦Λ ͱ͢Δ
ΛબΜͩͱ͖ͷظརಘ
ΛબΜͩͱ͖ͷظརಘ
͜ΕΑΓ
ͲΜͳ৴೦Λͱͬͨͱͯ͠
ΛબͿ͜ͱ͕࠷ద
͢ͳΘͪ
ΛબͿΑ͏ͳߦಈઓུஞ࣍߹ཧੑΛຬͨ͢
ΛબͿΑ͏ͳߦಈઓུஞ࣍߹ཧੑΛຬͨ͞ͳ͍
u2
2 (r, 1 − r)
e 2r + 1 − r = r + 1
f 1r + 0(1 − r) = r
e
e
f
r
1 − r
u2
2
u2
1
17. શϕΠδΞϯߧۉ
ల։ܗදݱ
a
N
c
1
1
2
2
ࣗવ
t1
1
(3, 3)
(0, 1)
(−2, 2)
1
2
1
2
٬֬؍
t1
2
a
b
b
d
(2, 1)
2
(−1, 1)
(−2, 0)
(0, 3)
(1, 3)
2
c
d
e
f
e
f
ϓϨΠϠʔ͕ Λͱ͍ͬͯΔͱ͖ͷ
ʹ͓͚Δ߹తͳ৴೦
ʹ͓͚Δ߹తͳ৴೦
a − a
u2
1 (
1
2
,
1
2
)
u2
2 (r, 1 − r), ∀r ∈ [0, 1]
r
1 − r
u2
2
u2
1
1
2
1
2
18. શϕΠδΞϯߧۉ
ల։ܗදݱ
a
N
c
1
1
2
2
ࣗવ
t1
1
(3, 3)
(0, 1)
(−2, 2)
1
2
1
2
٬֬؍
t1
2
a
b
b
d
(2, 1)
2
(−1, 1)
(−2, 0)
(0, 3)
(1, 3)
2
c
d
e
f
e
f
̍ʘ DF DG EF EG
BB
BC
CB
CC
ϕΠδΞϯήʔϜ
r
1 − r
1
2
1
2
u2
2
u2
1
1
1
u1
1
u1
2