AI 中文总结
研究随机非期望效用中偏好分布能否从随机选择中唯一确定,通过考察失望厌恶模型、中间性偏好及加权期望效用模型,发现唯一性属性在期望效用外可能存在,但取决于风险偏好类别。
AI 中文摘要
在随机期望效用中(古尔和佩森多费尔,2006年),偏好分布可从随机选择中唯一确定。本文研究这种识别是否能扩展到期望效用之外。首先表明,当风险偏好符合古尔(1991年)的失望厌恶模型时,偏好分布仍能唯一确定。接着考察其他非期望效用模型以评估该结果的范围。在更广泛的中间性偏好类别中(德凯尔,1986年),随机效用可能无法识别。若偏好局限于加权期望效用类别(周,1983年),情况更微妙:在三奖品设置中唯一识别成立,但在四个或更多奖品时不成立。这些发现表明随机期望效用的唯一性属性可能在期望效用之外持续存在,但其持续性关键取决于所考虑的风险偏好类别。
英文摘要
In random expected utility (Gul and Pesendorfer, 2006), the distribution of preferences is uniquely identified from random choice. This paper investigates whether such identification extends beyond expected utility. We first show that when risk preferences conform to the disappointment aversion model of Gul (1991), the distribution of preferences remains uniquely identified. To assess the scope of this result, we then examine other models of non-expected utility. Within the broader class of betweenness preferences (Dekel, 1986), random utility can be unidentifiable. If preferences are confined to the weighted expected utility class (Chew, 1983), a more nuanced picture emerges: unique identification holds in a three-prize setting but fails with four or more prizes. These findings show that the uniqueness property of random expected utility may persist beyond expected utility, but its persistence critically depends on the class of risk preferences under consideration.