主观概率的一个更稳健的定义

A More Robust Definition of Subjective Probability

Econometrica · 1992
被引 82
人大 A+FT50ABS 4*

中文导读

提出一种基于选择理论的主观概率推导方法,满足经典概率公理,但不要求决策者的彩票偏好符合期望效用假说,从而分离信念与偏好。

Abstract

Although their goal is to separate a decision maker's underlying beliefs (their subjective probabilities of events) from their preferences (their attitudes toward risk), classic choice-theoretic derivations of subjective probability all rely upon some form of the Marschak-Samuelson "Independence Axiom" or the Savage "Sure-Thing Principle, " which is equivalent to requiring that the decision maker's preferences over lotteries conform to the expected utility hypothesis. This paper presents a choice-theoretic derivation of subjective probability which satisfies the axioms of classical probability theory, but which neither assumes nor implies that the decision maker's preferences over lotteries necessarily conform to the expected utility hypothesis.

主观概率选择理论独立性公理非期望效用