Common Knowledge of a Multivariate Aggregate Statistic
证明,如果非对称信息个体对随机向量的期望的随机单调函数在观测误差下是共同知识,那么所有个体的期望必然一致。这推广了McKelvey和Page(1986)从随机变量到随机向量的结论。
If a stochastically monotone function of asymmetrically informed individuals' expectations of a random vector is common knowledge up to some observation error, then all the individuals must agree on their expectations. This result generalizes the 1986 theorem of R. D. McKelvey and T. Page from random variables to random vectors. It holds for general information structures given by sigma-algebras. Copyright 1995 by Economics Department of the University of Pennsylvania and the Osaka University Institute of Social and Economic Research Association.