证据的对称性而非对称性的证据

Symmetry of evidence without evidence of symmetry

Theoretical Economics · 2010
被引 34
人大 AABS 4

中文导读

指出,在主观期望效用理论下,可交换性(证据对称性)隐含着对实验完全相同的信心,这在证据稀疏时不合理,因此采用多重先验效用模型,并给出两个德菲内蒂定理的推广。

Abstract

The de Finetti Theorem is a cornerstone of the Bayesian approach. Bernardo (1996) writes that its "message is very clear: if a sequence of observations is judged to be exchangeable, then any subset of them must be regarded as a random sample from some model, and there exists a prior distribution on the parameter of such model, hence requiring a Bayesian approach." We argue that while exchangeability, interpreted as symmetry of evidence, is a weak assumption, when combined with subjective expected utility theory, it implies also complete confidence that experiments are identical. When evidence is sparse, and there is little evidence of symmetry, this implication of de Finetti's hypotheses is not intuitive. This motivates our adoption of multiple-priors utility as the benchmark model of preference. We provide two alternative generalizations of the de Finetti Theorem for this framework. A model of updating is also provided.

交换性主观期望效用多重先验效用德菲内蒂定理