Posterior Probabilities: Dominance and Optimism

Sergiu Hart and Yosef Rinott

Papers from arXiv.org

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.

Date: 2022-09
References: View complete reference list from CitEc
Citations:

Published in Economic Letters 194, September 2020, Article 109352

Downloads: (external link)
http://arxiv.org/pdf/2209.11601 Latest version (application/pdf)

Related works:
Journal Article: Posterior probabilities: Dominance and optimism (2020)
Working Paper: Posterior Probabilities: Dominance and Optimism (2019)
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:arx:papers:2209.11601

Access Statistics for this paper

More papers in Papers from arXiv.org
Bibliographic data for series maintained by arXiv administrators ().