论文标题
概率结合分析:一种新的方法,用于量化决策分析建模和成本效益分析中的参数不确定性
Probability bound analysis: A novel approach for quantifying parameter uncertainty in decision-analytic modeling and cost-effectiveness analysis
论文作者
论文摘要
有关健康干预措施的决定通常是使用有限的证据做出的。用于告知此类决策的数学模型通常包括不确定性分析,以说明当前证据与决策相关数量的不确定性的影响。但是,当前的不确定性定量方法(包括概率灵敏度分析(PSA))要求建模者指定精确的概率分布以表示模型参数的不确定性。这项研究介绍了一种新型的传播参数不确定性,概率界限分析(PBA)的方法,其中关于模型参数的未知概率分布的不确定性是根据未知累积分布函数(P-box)的下限和上限的间隔表示的,并且没有假定分布函数的特定形式。我们为常见情况提供了P盒的公式(给定最小,最大,中值,平均值或标准偏差的数据组合),描述了将P-boxes传播到黑盒数学模型中的方法,并根据PBA的结果引入了决策方法。我们使用两个案例研究证明了PBA与PSA的特性和实用性。总而言之,这项研究为建模者提供了实用的工具来进行参数不确定性量化,并且考虑到可用数据的限制和最少的假设。
Decisions about health interventions are often made using limited evidence. Mathematical models used to inform such decisions often include uncertainty analysis to account for the effect of uncertainty in the current evidence base on decision-relevant quantities. However, current uncertainty quantification methodologies, including probabilistic sensitivity analysis (PSA), require modelers to specify a precise probability distribution to represent the uncertainty of a model parameter. This study introduces a novel approach for propagating parameter uncertainty, probability bounds analysis (PBA), where the uncertainty about the unknown probability distribution of a model parameter is expressed in terms of an interval bounded by lower and upper bounds on the unknown cumulative distribution function (p-box) and without assuming a particular form of the distribution function. We give the formulas of the p-boxes for common situations (given combinations of data on minimum, maximum, median, mean, or standard deviation), describe an approach to propagate p-boxes into a black-box mathematical model, and introduce an approach for decision-making based on the results of PBA. We demonstrate the characteristics and utility of PBA versus PSA using two case studies. In sum, this study provides modelers with practical tools to conduct parameter uncertainty quantification given the constraints of available data and with the fewest assumptions.