Timeline for Which of Anscombe-Aumann's axioms imply the Sure-Thing principle?
Current License: CC BY-SA 3.0
12 events
when toggle format | what | by | license | comment | |
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Oct 6 at 8:16 | comment | added | High GPA | Is it possible to prove that AA indepdence implies P4? | |
May 4, 2018 at 19:04 | history | bounty ended | Oliv | ||
May 3, 2018 at 12:35 | comment | added | Oliv | @201p Thanks a lot for editing your proof in response to my question. That's a beautiful and useful answer. | |
May 3, 2018 at 12:21 | vote | accept | Oliv | ||
May 1, 2018 at 19:26 | history | edited | 201p | CC BY-SA 3.0 |
Clarified a question from a comment.
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May 1, 2018 at 19:19 | comment | added | Oliv | @AlecosPapadopoulous by the way, the answer to your question is yes because the AA theorem delivers a subjective expected utility representation with act-independent probabilities, as the Savage theorem. How this is implied by the AA axioms is a good question though (it is not clear to me). | |
May 1, 2018 at 17:19 | comment | added | Oliv | @AlecosPapadopoulos thanks a lot, that's very useful. | |
May 1, 2018 at 17:02 | comment | added | Alecos Papadopoulos | @Oliv Sure, check ftp.cs.ucla.edu/pub/stat_ser/r466.pdf and the literature therein. | |
May 1, 2018 at 16:57 | comment | added | Oliv | @AlecosPapadopoulos isn't it the axiom P4 (instead of P2) which requires probabilities to be act-independent? Otherwise, do you have a reference for your claim? | |
May 1, 2018 at 16:55 | comment | added | Oliv | @201p great answer, thanks a lot. One question: the standard definition of the STP is that $f_{E}h \succeq g_{E}h \Leftrightarrow f_{E}h' \succeq g_{E}h'$. Is your definition equivalent to this one? | |
May 1, 2018 at 15:03 | comment | added | Alecos Papadopoulos | (+1) A question: it has been shown that the STP requires that acts do not affect the probabilities over the events, otherwise it may not hold. Is this covered / guaranteed by the AA framework? | |
May 1, 2018 at 14:50 | history | answered | 201p | CC BY-SA 3.0 |