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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 () (Eitan Berglas School of Economics, Tel Aviv University and HEC, Paris)
Andrew Postlewaite () (Department of Economics, 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. As far as beliefs are concerned, rationality is equated with having a prior belief over a “Grand State Space”, describing all possible sources of uncertainties. We argue that this notion is too weak in some senses and too strong in others. It is too weak because it does not distinguish between rational and irrational beliefs. Relatedly, the Bayesian approach, when applied to the Grand State Space, is inherently incapable of describing the formation of prior beliefs. On the other hand, this notion of rationality is too strong because 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 08-043.

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Length: 26 pages
Date of creation: 01 Mar 2004
Date of revision: 03 Dec 2008
Handle: RePEc:pen:papers:08-043

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Related research
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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    Other versions:
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