Posterior probabilities: Dominance and optimism

Sergiu Hart; Yosef Rinott

doi:10.1016/j.econlet.2020.109352

Posterior probabilities: Dominance and optimism

Sergiu Hart^*, Yosef Rinott

^*Corresponding author for this work

Research output: Contribution to journal › Article › peer-review

2 Scopus citations

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.

Original language	English
Article number	109352
Journal	Economics Letters
Volume	194
DOIs	https://doi.org/10.1016/j.econlet.2020.109352
State	Published - Sep 2020

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© 2020 Elsevier B.V.

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title = "Posterior probabilities: Dominance and optimism",

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.",

author = "Sergiu Hart and Yosef Rinott",

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Posterior probabilities: Dominance and optimism

Abstract

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