The Annals of Statistics
- Ann. Statist.
- Volume 4, Number 6 (1976), 1236-1239.
Agreeing to Disagree
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.
Ann. Statist., Volume 4, Number 6 (1976), 1236-1239.
First available in Project Euclid: 12 April 2007
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Aumann, Robert J. Agreeing to Disagree. Ann. Statist. 4 (1976), no. 6, 1236--1239. doi:10.1214/aos/1176343654. https://projecteuclid.org/euclid.aos/1176343654