Re-examination of Aumann's Same Posterior Theorem under the Vague Prior Distribution

概要

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Under the assumption that two persons have common proper prior distribution, Aumann (1976) proved that if their posterior probabilities of an event are common knowledge, then those probabilities must be equal. In this paper we examine his theorem under the assumption that those persons have the vague prior distribution. A counter example is presented against his theorem. We derive a relationship between each person's information structure and the prior which is necessarily satisfied if his theorem fails to hold for some event.
静岡県立大学の論文