European Business Schools Librarian's Group

Les Cahiers de Recherche,
HEC Paris

No 1074: Comparisons of Ambiguous Experiments

Tristan Tomala () and Fabien Gensbittel ()

Abstract: An ambiguous statistical experiment is a set of joint probability distributions over states and signals. This note compares ambiguous experiments from the point of view of an ambiguity averse decision maker and extends the Blackwell (1951, 1953) ordering to this setting.

Keywords: experiments; value of information; multiple priors; maximin; rectangularity

JEL-codes: C72

11 pages, January 5, 2015

Full text files

papers.cfm?abstract_id=2548502 PDF-file 

Download statistics

Questions (including download problems) about the papers in this series should be directed to Antoine Haldemann ()
Report other problems with accessing this service to Sune Karlsson ().

This page generated on 2018-02-22 16:53:03.