The well known Goldstein–Einhorn probability weighting functions have been characterized by Gonzalez and Wu using the linear in log odds preference condition. We provide an alternative way of deriving this class of functions. It is based on the concept of indifference prices.

中文翻译：

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关于Goldstein-Einhorn概率加权函数的推导

Gonzalez和Wu使用线性对数赔率偏好条件表征了著名的Goldstein-Einhorn概率加权函数。我们提供了派生此类功能的另一种方法。它基于无差异价格的概念。