In conducting a Probability Risk Analysis or statistical risk Analysis, for example over the actions of nature for a particular period of time and for a particular geographical location, one is expected to put a distribution over all the actions of nature and choose the action that maximizes one's expected utility. My question is, 'How can one do this?' How do you put a distribution over the actions of an opponent? How do you maximize your expected utility? I need a practical demonstration and illustration of this. I shall be grateful if anyone can help. Thank you.