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Posterior Probabilities: Dominance and Optimism

Published 23 Sep 2022 in econ.TH, math.PR, math.ST, and stat.TH | (2209.11601v1)

Abstract: The Bayesian posterior probability of the true state is stochastically dominated by that same posterior under the probability law of the true state. This generalizes to notions of "optimism" about posterior probabilities.

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