Summary of Expected Monetary Value and Value of Perfect Information

Expected Monetary Value (EMV)

  • Expected value is calculated as the sum of each outcome's value multiplied by its probability: EMV = \Sigma (value \space of \space outcome \space x \space probability \space of \space outcome)
  • EMV represents the average outcome if an event is repeated many times.

Choice of Job Example

  • Compare EMVs of different options to make decisions.
  • Choose the option with the higher EMV for better long-term gains.

Illegal Parking Example

  • Calculate EMV considering both potential fines and probabilities.
  • Compare the EMV of not buying a ticket versus the cost of buying one to decide the best course of action.

Value of Perfect Information

  • Profitability depends on market demand which could be Poor, Modest, or Excellent.

New Product Launch

  • Calculate EMV for investment decisions considering possible market demands (Poor, Modest, Excellent) and their probabilities.
  • Assess whether to invest based on the overall EMV.
  • If sales were to be poor, we would not invest.

Expected Value of Perfect Information (EVPI)

  • EVPI = EMV \space with \space advance \space knowledge - EMV \space with \space no \space advance \space knowledge
  • EVPI indicates how much better off one would be with perfect knowledge of the future.
  • In practice, companies improve forecasting through surveys, market research, and pilot trials to move towards 'perfect' information.