Posterior Probabilities: Dominance and Optimism

DOI10.1016/J.ECONLET.2020.109352MaRDI QIDQ6411714arXivFDO

Authors Sergiu Hart, Yosef Rinott

Publication date 23 September 2022

Published in arXiv

Full work available at URL https://doi.org/10.1016/J.ECONLET.2020.109352

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Decision theory (91B06)

arXiv classification

econ.THmath.PRmath.STstat.TH

Abstract: The Bayesian posterior probability of the true state is stochastically dominated by that same posterior under the probability law of the true state. This generalizes to notions of "optimism" about posterior probabilities.

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