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Cognitive Foundations of Probability

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Author Info
Gilboa, I.
Schmeidler, D.

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Abstract

Prediction is based on past cases. We assume that a predictor can rank eventualities according to their plausibility given any memory that consists of repetitions of past cases. In a companion paper, we show that under mild consistency requirements, these rankings can be represented by numerical functions, such that the function corresponding to each eventuality is linear in the number of case repetitions. In this paper we extend the analysis to rankings of events. Our main result is that a cancellation condition a la de Finetti implies that these functions are additive with respect ot union of disjoint sets.

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Publisher Info
Paper provided by Tel Aviv in its series Papers with number 30-99.

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Length: 46 pages
Date of creation: 1999
Date of revision:
Handle: RePEc:fth:teavfo:30-99

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Postal: Israel TEL-AVIV UNIVERSITY, THE FOERDER INSTITUTE FOR ECONOMIC RESEARCH, RAMAT AVIV 69 978 TEL AVIV ISRAEL.
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Related research
Keywords: PROJECTIONS ; MATHEMATICAL ANALYSIS;

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Find related papers by JEL classification:
C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Other Model Applications
C60 - Mathematical and Quantitative Methods - - Mathematical Methods and Programming - - - General

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  1. E. Aragones & I. Gilboa & A. Postlewaite & D. Schmeidler, 2003. "Accuracy vs. Simplicity: A Complex Trade-Off," Levine's Bibliography 506439000000000185, UCLA Department of Economics. [Downloadable!]
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