Skip to main content
Log in

Learning from ambiguous urns

  • Note
  • Published:
Statistical Papers Aims and scope Submit manuscript

Abstract

We provide conditions under which ambiguity fades away in sampling with replacement from the same “ambiguous” urn.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Similar content being viewed by others

References

  1. Bernardo, J. M. and Smith, A. F. M. (1994), Bayesian Theory, Wiley, New York.

    Book  MATH  Google Scholar 

  2. Diaconis, P. and Freedman, D. (1986), “On the consistency of Bayes estimates,” Annals of Statistics 14, 1–26.

    Article  MATH  MathSciNet  Google Scholar 

  3. Doob, J. L. (1948), “Application of the theory of martingales,” Coll. Int. du CNRS, 22–28.

  4. Epstein, L. G. and M. Schneider (2001), “Recursive multiple priors,” mimeo.

  5. Fortini, S., Ladelli, L., and Regazzini, E. (2000), “Exchangeability, predictive distributions and parametric models,” Sankhya (Series A) 62, 86–109.

    MATH  MathSciNet  Google Scholar 

  6. Gilboa, I. and Schmeidler, D. (1989), “Maxmin expected utility with nonunique prior,” Journal of Mathematical Economics 18, 141–153.

    Article  MATH  MathSciNet  Google Scholar 

  7. Marinacci, M. (1999), “Limit Laws for non-additive probabilities, and their frequentist interpretation,” Journal of Economic Theory 84, 145–195.

    Article  MATH  MathSciNet  Google Scholar 

  8. Schmeidler, D. (1989), “Subjective probability and expected utility without additivity,” Econometrica 57, 571–587.

    Article  MATH  MathSciNet  Google Scholar 

  9. Shapley, L. S. (1971), “Cores of convex games,” International Journal of Game Theory 1, 11–26.

    Article  MATH  MathSciNet  Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Massimo Marinacci.

Additional information

We wish to thank Paolo Ghirardato, Marco Scarsini, an anonymous referee, and especially Larry Epstein for helpful comments. The financial support of MIUR is gratefully acknowledged.

Rights and permissions

Reprints and permissions

About this article

Cite this article

Marinacci, M. Learning from ambiguous urns. Statistical Papers 43, 143–151 (2002). https://doi.org/10.1007/s00362-001-0092-5

Download citation

  • Received:

  • Revised:

  • Issue Date:

  • DOI: https://doi.org/10.1007/s00362-001-0092-5

Keywords

Navigation