Eliciting Subjective Probabilities in Anscombe and Aumann's Model

Toru Hokari, Masayuki Yao

研究成果: Article査読

抄録

In this note, we propose an alternative version of Anscombe and Aumann's Subjective Expected Utilities (SEU) representation theorem. In Anscombe and Aumann's model, a randomizing device with objective probabilities is available. As pointed out by Sarin and Wakker, when such a randomizing device is available, there is a natural and direct method to elicit subjective probabilities. Anscombe and Aumann did not use this method, but employed an indirect way to derive subjective probabilities. We investigate what happens if we use this direct method to elicit subjective probabilities in Anscombe and Aumann's model.

本文言語English
ページ(範囲)405-410
ページ数6
ジャーナルInternational Journal of Uncertainty, Fuzziness and Knowlege-Based Systems
24
3
DOI
出版ステータスPublished - 2016 6月 1

ASJC Scopus subject areas

  • 人工知能
  • ソフトウェア
  • 制御およびシステム工学
  • 情報システム

引用スタイル