激励机制的统计基础  

Statistical basis of incentive mechanism

作　　者：夏少刚[1] 刘芳[1] 

机构地区：[1]东北财经大学数学与数量经济学院,辽宁大连116025

出　　处：《大连海事大学学报（社会科学版）》2007年第4期32-36,共5页Journal of Dalian Maritime University(Social Science Edition)

摘　　要：数理统计在激励理论中广泛应用,一定程度上激励机制的设计就是为了解决不对称信息下对代理人能力与努力的推断问题。从激励机制的基准模型出发,探讨一阶条件法与似然比条件的统计背景、充分统计量的信息含义及其在比较业绩评价方面的推广应用、多期情形下大样本理论与贝叶斯估计对激励配置的改善。Mathematical statistics is widely used in incentive theory, to some extent the design of incentive mechanism is to solve the inferential problem on agents＇ ability and effort under asymmetric information. Starting from benchmark model of incentive mechanism, the paper discussed the statistical backgrounds of First Order Condition and Likelihood Ratio Condition, the information meaning of Sufficient Statistics and its derivation in Relative Performance Evaluation, and the improvement on incentive allocation by Large Sample theory and Bayes Estimation under multi-period.

关 键 词：激励机制 数理统计 似然比 充分统计量 

分 类 号：F224[经济管理—国民经济]