Ambiguous Correlation
研究了决策者在多个随机事件结果决定的环境中,对事件间关系缺乏信心所表现出的行为,并通过实验验证了这种不同于经典风险与奈特不确定性的模糊维度。
Many decisions are made in environments where outcomes are determined by the realization of multiple random events. A decision maker may be uncertain how these events are related. We identify and experimentally substantiate behaviour that intuitively reflects a lack of confidence in their joint distribution. Our findings suggest a dimension of ambiguity which is different from that in the classical distinction between risk and “Knightian uncertainty”.