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From Blackwell Dominance in Large Samples to Rényi Divergences and Back Again
Econometrica ( IF 6.1 ) Pub Date : 2021-01-15 , DOI: 10.3982/ecta17548
Xiaosheng Mu 1 , Luciano Pomatto 2 , Philipp Strack 3 , Omer Tamuz 2
Affiliation  

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.

中文翻译:

从大样本中的布莱克韦尔优势到仁义分歧,然后又回来

我们研究重复的独立布莱克韦尔实验;标准示例包括从总体中提取多个样本,或在不同位置进行测量。在自然界的二进制状态的基线设置中,我们根据大样本中的信息量比较实验。针对布莱克韦尔(Blackwell,1951)提出的一个问题,我们表明,一般而言,当且仅当实验的Rényi差异较大时,该实验才能比其他实验提供更多信息。
更新日期:2021-01-16
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