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2021 The maximal difference among expert’s opinions
Stanisław Cichomski, Adam Osękowski
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Electron. J. Probab. 26: 1-17 (2021). DOI: 10.1214/21-EJP675

Abstract

We prove the sharp bound for the expected spread upon opinions of n2 experts, who have access to different information sources represented by different σ-fields. Using symmetrization argument and direct combinatorial optimization we derive an explicit optimizer. Our results may turn out to be helpful not only for probabilists, but also for statisticians and economists.

Acknowledgments

The authors would like to thank an anonymous Referee for the very careful reading of the first version of the paper, for many helpful comments and suggestions.

Citation

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Stanisław Cichomski. Adam Osękowski. "The maximal difference among expert’s opinions." Electron. J. Probab. 26 1 - 17, 2021. https://doi.org/10.1214/21-EJP675

Information

Received: 23 April 2021; Accepted: 2 July 2021; Published: 2021
First available in Project Euclid: 14 July 2021

Digital Object Identifier: 10.1214/21-EJP675

Subjects:
Primary: 60E15

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Vol.26 • 2021
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