The Annals of Statistics

Agreeing to Disagree

Robert J. Aumann
Source: Ann. Statist. Volume 4, Number 6 (1976), 1236-1239.

Abstract

Two people, 1 and 2, are said to have common knowledge of an event $E$ if both know it, 1 knows that 2 knows it, 2 knows that 1 knows is, 1 knows that 2 knows that 1 knows it, and so on. THEOREM. If two people have the same priors, and their posteriors for an event $A$ are common knowledge, then these posteriors are equal.

First Page: Show Hide
Primary Subjects: 62A15
Secondary Subjects: 62C05, 90A05, 90D35
Full-text: Open access
Links and Identifiers

Permanent link to this document: http://projecteuclid.org/euclid.aos/1176343654
JSTOR: links.jstor.org
Digital Object Identifier: doi:10.1214/aos/1176343654
Mathematical Reviews number (MathSciNet): MR433654
Zentralblatt MATH identifier: 0379.62003


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The Annals of Statistics

The Annals of Statistics

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