Statistical Inference as a Bargaining Game /

This paper extends the analogy, previously established by Learner (1978a), between a Bayesian inference problem and an economics allocation problem to show that posterior modes can be interpreted as optimal outcomes of a bargaining game. This bargaining game, over a parameter value, is played betwee...

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Bibliografiske detaljer
Hovedforfatter: Ley, Eduardo
Format: Tidsskrift
Sprog:English
Udgivet: Washington, D.C. : International Monetary Fund, 2002.
Serier:IMF Working Papers; Working Paper ; No. 2002/081
Fag:
Online adgang:Full text available on IMF