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Some Interactive Decision Problems Emerging in Statistical Games

  • Bruno Bassan
  • Marco Scarsini
  • Shmuel Zamir
Conference paper
Part of the Contributions to Statistics book series (CONTRIB.STAT.)

Abstract

We consider games which arise when two statisticians must make a decision simultaneously, and the loss function depends on both decisions. We are interested, in particular, in situations when information is detrimental, in a sense to be made precise. We show that in certain problems related to Bayesian testing and prediction the phenomenon of information rejection occurs for certain values of the parameters involved.

Keywords

Nash Equilibrium Private Information Expected Utility Single Statistician Strategy Profile 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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References

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    Bassan, B., Scarsini, M., Zamir, S. (1998). Uniqueness of Pareto optima, coordination games and positive value of information. Preprint.Google Scholar
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    Bassan, B., Scarsini, M., Zamir, S. (2001). Role of information in the interaction of two statisticians: some game theoretic results. In Recent Developments in Operational Research, Agarwal, M.L., Sen, K. (Eds.), 33–43, Narosa, New Delhi estimationGoogle Scholar
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    Harsanyi, J.C. (1967/68). Games with incomplete information played by ‘Bayesian’ players, Parts I, II, and III. Managea. Sci. 14, 159–182, 320–334, 486–502Google Scholar

Copyright information

© Springer-Verlag Berlin Heidelberg 2003

Authors and Affiliations

  • Bruno Bassan
    • 1
  • Marco Scarsini
    • 2
  • Shmuel Zamir
    • 3
  1. 1.Department of MathematicsUniversity of Rome 1Italy
  2. 2.Department of StatisticsUniversity of TurinItaly
  3. 3.Center for RationalityHebrew University of JerusalemIsrael

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