A Truth Serum for Non-Bayesians: Correcting Proper Scoring Rules for Risk Attitudes
展示如何将适当评分规则推广到非期望效用理论,使其在风险与模糊态度下仍能有效激励真实信念报告,并通过实验验证可行性。
Proper scoring rules provide convenient and highly efficient tools for incentive-compatible elicitations of subjective beliefs. As traditionally used, however, they are valid only under expected value maximization. This paper shows how they can be generalized to modern (“non-expected utility”) theories of risk and ambiguity, yielding mutual benefits: users of scoring rules can benefit from the empirical realism of non-expected utility, and analysts of ambiguity attitudes can benefit from efficient measurements using proper scoring rules. An experiment demonstrates the feasibility of our generalization.