Instability Of Ex Post Aggregation In The Bolker–Jeffrey Framework And Related Instability Phenomena
- Mathias Risse
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Suppose n Bayesian agents need to make a decision as a group. The groupas a whole is also supposed to be a Bayesian agent whose probabilities andutilities are derived or aggregated in reasonable ways from the probabilitiesand utilities of the group members. The aggregation could beex ante, i.e., interms of expected utilities, or it could be ex post, i.e., in terms of utilitiesonly, or in terms of utilities and probabilities separately. This study exploresthe ex post approach. Using the Bolker/Jeffrey framework, we show thatex post aggregation is subject to an instability phenomenon. That is, it mayhappen that the group preference between actions ``flips back and forth'' dependingon the level of detail in which the decision problem is described. Structurally verysimilar phenomena also occur elsewhere in social choice theory, in statistics (Simpson'sParadox), and in voting theory (Ostrogorski's Paradox).
- Instability Of Ex Post Aggregation In The Bolker–Jeffrey Framework And Related Instability Phenomena
Volume 55, Issue 2 , pp 239-270
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- Kluwer Academic Publishers
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- Mathias Risse (1)
- Author Affiliations
- 1. Department of Philosophy, Yale University, New Haven, CT, 06520, U.S.A.