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Rationality of Belief Or: Why Savage's axioms are neither necessary nor sufficient for rationality, Second Version

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Author Info
Itzhak Gilboa () (Tel-Aviv University, HEC, and Cowles Foundation, Yale University)
Andrew Postlewaite () (University of Pennsylvania)
David Schmeidler () (Tel-Aviv University and Ohio State University)

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Abstract

Economic theory reduces the concept of rationality to internal consistency. The practice of economics, however, distinguishes between rational and irrational beliefs. There is therefore an interest in a theory of rational beliefs, and of the process by which beliefs are generated and justified. We argue that the Bayesian approach is unsatisfactory for this purpose, for several reasons. First, the Bayesian approach begins with a prior, and models only a very limited form of learning, namely, Bayesian updating. Thus, it is inherently incapable of describing the formation of prior beliefs. Second, there are many situations in which there is not sufficient information for an individual to generate a Bayesian prior. It follows that the Bayesian approach is neither sufficient not necessary for the rationality of beliefs.

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Paper provided by Penn Institute for Economic Research, Department of Economics, University of Pennsylvania in its series PIER Working Paper Archive with number 07-001.

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Length: 23 pages
Date of creation: 01 Mar 2004
Date of revision: 03 Jan 2007
Handle: RePEc:pen:papers:07-001

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Keywords: Decision making Bayesian Behavioral Economics

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Find related papers by JEL classification:
B4 - Schools of Economic Thought and Methodology - - Economic Methodology
D8 - Microeconomics - - Information, Knowledge, and Uncertainty

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  11. Enriqueta Aragones & Itzhak Gilboa & Andrew Postlewaite & David Schmeidler, 2005. "Fact-Free Learning," American Economic Review, American Economic Association, vol. 95(5), pages 1355-1368, December. [Downloadable!] (restricted)
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    • Enriqueta Aragones & Itzhak Gilboa & Andrew Postlewaite & David Schmeidler, 2004. "Fact-Free Learning," Cowles Foundation Discussion Papers 1491, Cowles Foundation, Yale University. [Downloadable!]
    • Enriqueta Aragones & Itzhak Gilboa & Andrew Postlewaite & David Schmeidler, 2003. "Fact-Free Learning," PIER Working Paper Archive 05-002, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 01 Dec 2004. [Downloadable!]
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