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Comparisons of Ambiguous Experiments

Author

Listed:
  • Fabien Gensbittel

    (GREMAQ - Groupe de recherche en économie mathématique et quantitative - UT Capitole - Université Toulouse Capitole - UT - Université de Toulouse - INRA - Institut National de la Recherche Agronomique - EHESS - École des hautes études en sciences sociales - CNRS - Centre National de la Recherche Scientifique)

  • Ludovic Renou

    (University of Essex - University of Essex)

  • Tristan Tomala

    (GREGH - Groupement de Recherche et d'Etudes en Gestion à HEC - HEC Paris - Ecole des Hautes Etudes Commerciales - CNRS - Centre National de la Recherche Scientifique)

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.

Suggested Citation

  • Fabien Gensbittel & Ludovic Renou & Tristan Tomala, 2015. "Comparisons of Ambiguous Experiments," Working Papers hal-02011419, HAL.
    • Handle: RePEc:hal:wpaper:hal-02011419
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    Citations

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    Cited by:

    1. Hill, Brian, 2020. "Dynamic consistency and ambiguity: A reappraisal," Games and Economic Behavior, Elsevier, vol. 120(C), pages 289-310.
    2. Karni, Edi & Safra, Zvi, 2022. "Hybrid decision model and the ranking of experiments," Journal of Mathematical Economics, Elsevier, vol. 101(C).
    3. Li, Jian & Zhou, Junjie, 2020. "Information order in monotone decision problems under uncertainty," Journal of Economic Theory, Elsevier, vol. 187(C).
    4. Li, Jian & Zhou, Junjie, 2016. "Blackwell's informativeness ranking with uncertainty-averse preferences," Games and Economic Behavior, Elsevier, vol. 96(C), pages 18-29.

    More about this item

    Keywords

    experiments; value of information; multiple priors; maximin; rectangularity;
    All these keywords.

    JEL classification:

    • C72 - Mathematical and Quantitative Methods - - Game Theory and Bargaining Theory - - - Noncooperative Games

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