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Joint Microeconomic Theory & Computer Science Workshop: Omer Tamuz

Tuesday, September 17, 2019 at 4:15pm to 5:45pm

Uris Hall, 498
Central Campus

Omer Tamuz - Caltech

Blackwell Dominance in Large Samples (joint w/Xiaosheng Mu, Luciano Pomatto & Philipp Strack)

Abstract:  We study repeated independent Blackwell experiments; standard examples include drawing multiple samples from a population, or performing a measurement in different locations. In the baseline setting of a binary state of nature, we compare experiments in terms of their informativeness in large samples. Addressing a question due to Blackwell (1951) we show that generically, an experiment is more informative than another in large samples if and only if it has higher Rényi divergences. As an application of our techniques we in addition provide a novel characterization of kth-order stochastic dominance as second-order stochastic dominance of large i.i.d. sums.

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Event Type

Class/ Workshop

Departments

Economics

Tags

economics, EconSeminar, EconMicro

Hashtag

#CornellEcon

Contact E-Mail

alg5@cornell.edu

Contact Name

Amy Moesch

Contact Phone

607-255-5617

Speaker

Omer Tamuz

Speaker Affiliation

Caltech

Open To

Cornell Economics Community (List Serve Members)