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Physical Sciences and Mathematics Commons™

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Management Sciences and Quantitative Methods

2005

Articles 1 - 3 of 3

Full-Text Articles in Physical Sciences and Mathematics

Testing First: Emphasizing Testing In Early Programming Courses, Will Marrero, Amber Settle Jun 2005

Testing First: Emphasizing Testing In Early Programming Courses, Will Marrero, Amber Settle

Amber Settle

The complexity of languages like Java and C++ can make introductory programming classes in these languages extremely challenging for many students. Part of the complexity comes from the large number of concepts and language features that students are expected to learn while having little time for adequate practice or examples. A second source of difficulty is the emphasis that object-oriented programming places on abstraction. We believe that by placing a larger emphasis on testing in programming assignments in these introductory courses, students have an opportunity for extra practice with the language, and this affords them a gentler transition into the …

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Additivity Of Information Value In Two-Act Linear Loss Decisions With Normal Priors, Jeffrey Keisler Apr 2005

Additivity Of Information Value In Two-Act Linear Loss Decisions With Normal Priors, Jeffrey Keisler

Management Science and Information Systems Faculty Publication Series

For the two-act linear loss decision problem with normal priors, conditions are derived for which the expected value of perfect information about two independent risks is super-additive in value. Several applications show how a variety of decision problems can reduce to the canonical problem, and how the general results obtained here can be translated simply to prescriptions for specific situations.

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Additivity Of Information Value In Two-Act Linear Loss Decisions With Normal Priors, Jeffrey Keisler Mar 2005

Additivity Of Information Value In Two-Act Linear Loss Decisions With Normal Priors, Jeffrey Keisler

Jeffrey Keisler

For the two-act linear loss decision problem with normal priors, conditions are derived for which the expected value of perfect information about two independent risks is super-additive in value. Several applications show how a variety of decision problems can reduce to the canonical problem, and how the general results obtained here can be translated simply to prescriptions for specific situations.

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