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...

Description complète

Détails bibliographiques
Auteur principal: Ley, Eduardo
Format: Revue
Langue:English
Publié: Washington, D.C. : International Monetary Fund, 2002.
Collection:IMF Working Papers; Working Paper ; No. 2002/081
Sujets:
Accès en ligne:Full text available on IMF