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2
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0004124101
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Graduate School of Business Administration, Harvard University, Division of Research
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Howard Raiffa and Robert Schlaifer, Applied Statistical Decision Theory (Graduate School of Business Administration, Harvard University, Division of Research, 1961).
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(1961)
Applied Statistical Decision Theory
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Raiffa, H.1
Schlaifer, R.2
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4
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77956947868
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When Normal and Extensive Form Decisions Differ
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Dag Prawitz, Brian Skyrms, and Dag Westerstahl, eds. New York: Elsevier, for in-depth discussion of how normal and extensive form decision problems differ
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See Teddy Seidenfeld, "When Normal and Extensive Form Decisions Differ," in Dag Prawitz, Brian Skyrms, and Dag Westerstahl, eds., Logic, Methodology and Philosophy of Science IX (New York: Elsevier, 1994), pp. 451-63, for in-depth discussion of how normal and extensive form decision problems differ.
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(1994)
Logic, Methodology and Philosophy of Science
, vol.9
, pp. 451-463
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Seidenfeld, T.1
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5
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0003984043
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Savage, New York: Wiley
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Savage, The Foundations of Statistics (New York: Wiley, 1954), p. 170.
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(1954)
The Foundations of Statistics
, pp. 170
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6
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34249838332
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Minimax, Information, and Ultrapessimism
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Parmigiani
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Parmigiani, "Minimax, Information, and Ultrapessimism," Theory and Decision, XXXIII (1992): 241-52.
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(1992)
Theory and Decision
, vol.33
, pp. 241-252
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7
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84950948526
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Using Finitely Additive Probability: Uniform Distributions on the Natural Numbers
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See Joseph B. Kadane and Anthony O'Hagan, "Using Finitely Additive Probability: Uniform Distributions on the Natural Numbers," Journal of the American Statistical Association, XC (1995): 626-31
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(1995)
Journal of the American Statistical Association
, vol.90
, pp. 626-631
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Kadane, J.B.1
O'Hagan, A.2
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8
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34547183412
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Finitely Additive Distributions on the Natural Numbers: Shift Invariance
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also Oliver Schirokauer and Kadane, "Finitely Additive Distributions on the Natural Numbers: Shift Invariance," Journal of Theoretical Probability, XX, 3 (2007): 429-41.
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(2007)
Journal of Theoretical Probability
, vol.20
, Issue.3
, pp. 429-441
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Schirokauer, O.1
Kadane2
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12
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65849234133
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Wien outcomes are cast in terms of a (statistical) loss function, the rule is then Γ-Minimax: rank options by their maximum expected risk and choose an option whose maximum expected risk is minimum
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Wien outcomes are cast in terms of a (statistical) loss function, the rule is then Γ-Minimax: rank options by their maximum expected risk and choose an option whose maximum expected risk is minimum.
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13
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0001266334
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Maxmin Expected Utility with Non-Unique Prior
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This decision rule was given a representation in terms of a binary preference relation over Anscombe-Aumann horse lotteries by Itzhak Gilboa and David Schmeidler, "Maxmin Expected Utility with Non-Unique Prior," Journal of Mathematical Economics, XVIII (1989): 141-53
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(1989)
Journal of Mathematical Economics
, vol.18
, pp. 141-153
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Gilboa, I.1
Schmeidler, D.2
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14
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0003757758
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New York: Springer, 2nd ed., section 4
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has been discussed by, for example, James O. Berger, Statistical Decision Theory and Bayesian Analysis (New York: Springer, 1985, 2nd ed.), section 4. 76
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(1985)
Statistical Decision Theory and Bayesian Analysis
, pp. 76
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Berger, J.O.1
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15
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25344446330
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Technical Report, University College, who defend it as a form of Robust Bayesian decision theory
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And recently by Peter D. Grunwald and A. Philip Dawid, "Game Theory, Maximum Entropy, Minimum Discrepancy, and Robust Bayesian Decision Theory" (Technical Report 223, University College, 2002) who defend it as a form of Robust Bayesian decision theory.
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(2002)
Game Theory, Maximum Entropy, Minimum Discrepancy, and Robust Bayesian Decision Theory
, pp. 223
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Grunwald, P.D.1
Dawid, A.P.2
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16
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0040069490
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On Indeterminate Probabilities
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Levi, July 18
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Levi, "On Indeterminate Probabilities," this JOURNAL, LXXI, 13 (July 18, 1974): 391-418
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(1974)
JOURNAL
, vol.71
, Issue.13
, pp. 391-418
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18
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79956818803
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Levi's decision theory is lexicographic, in which the first consideration is E-admissibility, followed by other considerations, for example, what he calls a Security Index. Here, we attend solely to E-admissibility
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Levi's decision theory is lexicographic, in which the first consideration is E-admissibility, followed by other considerations, for example, what he calls a Security Index. Here, we attend solely to E-admissibility.
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19
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19744377518
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Savage, section 7. 2. Savage's analysis of the decision problem depicted by his Figure 1, and his rejection of option b, p. 124 is the key point
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Savage, op. cit., section 7. 2. Savage's analysis of the decision problem depicted by his Figure 1, p. 123, and his rejection of option b, p. 124 is the key point.
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The Enterprise of Knowledge
, pp. 123
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20
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0003649050
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Walley, New York: Chapman and Hall. There is, for our discussion here, a minor difference with Walley's formulation of maximality involving null-events. Walley's notion of maximality requires, also, that an admissible gamble be classically admissible, that is, not weakly dominated with respect to state-payoffs
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Walley, Statistical Reasoning with Imprecise Probabilities (New York: Chapman and Hall, 1990). There is, for our discussion here, a minor difference with Walley's formulation of maximality involving null-events. Walley's notion of maximality requires, also, that an admissible gamble be classically admissible, that is, not weakly dominated with respect to state-payoffs.
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(1990)
Statistical Reasoning with Imprecise Probabilities
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21
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0040921606
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Ordinal Preferences and Rational Choice
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Herzberger
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Herzberger, "Ordinal Preferences and Rational Choice," Econometrica, XLI (1973): 187-234.
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(1973)
Econometrica
, vol.41
, pp. 187-234
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23
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79956803463
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Comment on 'Probability, Evidence and Judgement
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Seidenfeld, New York: North Holland, 1985
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Seidenfeld, "Comment on 'Probability, Evidence and Judgement'," (by A. P. Dempster), in J. M. Bernardo, ed., Bayesian Statistics 2: Proceedings of the Second Valencia International Meeting, 1983 (New York: North Holland, 1985), pp 127-29.
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(1983)
Bayesian Statistics 2: Proceedings of the Second Valencia International Meeting
, pp. 127-129
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Dempster, A.P.1
Bernardo, J.M.2
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24
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0002232342
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Social Choice Theory: A Re-Examination
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Sen
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Sen, "Social Choice Theory: A Re-Examination," Econometrica, XLV (1977): 53-89.
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(1977)
Econometrica
, vol.45
, pp. 53-89
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25
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79956818716
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When Normal and Extensive Form Decisions Differ
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Seidenfeld
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See Seidenfeld, "When Normal and Extensive Form Decisions Differ" (op. cit.).
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Econometrica
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26
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79956834128
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One Family's Story: A Quandry over Genetic Testing
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Feldman
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Feldman, "One Family's Story: A Quandry over Genetic Testing," Houston Chronicle (2003), http://www. johnworldpeace. com/e030112e. htm.
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(2003)
Houston Chronicle
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27
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0000442874
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Markets and Freedoms: Achievements and Limitations of the Market Mechanism in Promoting Individual Freedoms
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Sen, on p. 522
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Sen, "Markets and Freedoms: Achievements and Limitations of the Market Mechanism in Promoting Individual Freedoms," Oxford Economic Papers, XLV (1993): 519-41, on p. 522.
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(1993)
Oxford Economic Papers
, vol.45
, pp. 519-541
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28
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79956818804
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What we say here about conditional probability is not restricted to indicator random variables, which we use for simplicity of exposition only
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What we say here about conditional probability is not restricted to indicator random variables, which we use for simplicity of exposition only.
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29
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18644379277
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The Demons of Decision
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Levi
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Levi, "The Demons of Decision," The Monist, LXX (1987): 193-211.
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(1987)
The Monist
, vol.70
, pp. 193-211
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