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Posterior Probabilities: Dominance and Optimism

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  • Sergiu Hart
  • Yosef Rinott

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.

Suggested Citation

  • Sergiu Hart & Yosef Rinott, 2022. "Posterior Probabilities: Dominance and Optimism," Papers 2209.11601, arXiv.org.
    • Handle: RePEc:arx:papers:2209.11601
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    File URL: http://arxiv.org/pdf/2209.11601
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    Cited by:

    1. is not listed on IDEAS
    2. Smolin, Alex & Doval, Laura, 2021. "Information Payoffs: An Interim Perspective," CEPR Discussion Papers 16543, C.E.P.R. Discussion Papers.
    3. Sergiu Hart & Yosef Rinott, 2022. "Posterior Probabilities: Nonmonotonicity, Asymptotic Rates, Log-Concavity, and Tur\'an's Inequality," Papers 2209.11728, arXiv.org.
    4. Laura Doval & Alex Smolin, 2024. "Persuasion and Welfare," Journal of Political Economy, University of Chicago Press, vol. 132(7), pages 2451-2487.
    5. Giampaolo Bonomi, 2023. "The Disagreement Dividend," Papers 2308.06607, arXiv.org, revised Jul 2024.

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