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IS IT ALWAYS RATIONAL TO SATISFY SAVAGE'S AXIOMS?

机译:满足保存的轴是否总是合理的?

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摘要

This note argues that, under some circumstances, it is more rational not to behave in accordance with a Bayesian prior than to do so. The starting point is that in the absence of information, choosing a prior is arbitrary. If the prior is to have meaningful implications, it is more rational to admit that one does not have sufficient information to generate a prior than to pretend that one does. This suggests a view of rationality that requires a compromise between internal coherence and justification, similarly to compromises that appear in moral dilemmas. Finally, it is argued that Savage's axioms are more compelling when applied to a naturally given state space than to an analytically constructed one; in the latter case, it may be more rational to violate the axioms than to be Bayesian.
机译:本说明认为,在某些情况下,不遵循贝叶斯行为比执行行为更合理。起点是在没有信息的情况下,选择先验是任意的。如果要使先验具有有意义的含义,则承认一个人没有足够的信息来产生一个先验比假设一个人具有足够的信息更为合理。这表明了一种理性的观点,要求在内部连贯性和称义之间做出折衷,类似于在道德困境中出现的折衷。最后,有人认为野蛮人的公理在应用于自然给定的状态空间时比在经过分析构造的状态空间中更具吸引力。在后一种情况下,违反公理比成为贝叶斯更合理。

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