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Preprints, Working Papers, ... Year : 2015

Comparisons of Ambiguous Experiments

Abstract

An ambiguous statistical experiment is a set of joint probability distributions over states and signals. This note compares ambiguous experiments from the point of view of an ambiguity averse decision maker and extends the Blackwell (1951, 1953) ordering to this setting.
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hal-02011419 , version 1 (07-02-2019)

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  • HAL Id : hal-02011419 , version 1

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Fabien Gensbittel, Ludovic Renou, Tristan Tomala. Comparisons of Ambiguous Experiments. 2015. ⟨hal-02011419⟩
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