TheMeasurementofDecisionUncertaintyByShannon’sEntropy.pdfVIP

明新學報 31 期 pp.171-181 Volume 31, Ming Hsin Journal, October 2005 決策不確定之衡量—Shannon 熵之應用 彭康麟 明新科技大學旅館事業管理系 摘要 Shannon 應用系統熵的觀念發展訊息熵理論，以訊息出現之機率來測度訊息的不確定程度，而建構出 Shannon 訊息熵的衡量模式，以確保資訊系統中資訊量的精簡。本研究進一步應用 Shannon 訊息熵模式， 用以推導決策不確定程度之衡量模式，在 Shannon 資訊系統與組織理論決策模式的相似屬性基礎下，以 類比推理法導出決策熵模式，最後，應用 Shannon 熵對不同分級投資人進行投資決策實證，研究結論顯 示決策系統中的訊息量精簡，決策所需正確資訊之出現機率大，決策熵值小，決策的不確定程度小。 關鍵詞：熵、亂度、決策不確定、類比推理、投資決策 The Measurement of Decision Uncertainty By Shannon’s Entropy Kang-Lin Peng Department of Hospitality Management, Ming Hsin University of Science and Technology Abstract Shannon developed the message entropy theory to measure the uncertainty of message by the measurement model of entropy. This research adapted the essence of Shannon’s entropy model to infer the decision entropy model and measure the degree of decision uncertainty as research purposes. Grounded by the similar properties between Shannon’s information system and decision model of organizational theory, analogy method has been applied to develop the model of decision entropy. After discussing appropriateness of this model by decision theory, the research proposition and hypothesis have been constructed. Then, the hypothesis of Individual’s Investment decision has been tested by empirical study. The conclusion shows that the greater probability of information appearance, the less entropy of decision system, and the less uncertainty of decision making. Consequently, decision entropy model might suitably be used to measure the degree of decision uncertainty. Key words ：entropy, chaos, decision uncertainty, analogy, investment decision.