文章基本信息

标题："Measurability Is Not about Information"
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作者：Juan Dubra ; Federico Echenique
期刊名称：COWLES Foundation Discussion Paper / Cowles Foundation for Research in Economics
出版年度：2001
卷号：2001
期号：1
出版社：Yale University
摘要：We comment on the relation between models of information based on signals/partitions, and those based on sigma-algebras. We show that more informative signals need not generate finer sigma-algebras, hence that Blackwell's theorem fails if information is modeled as sigma-algebras. The reason is that the sigma-algebra generated by a partition does not contain all the events that can be known from the information provided by the signal. We also show that there is a non-conventional sigma-algebra that can be associated to a signal which does preserve its information content. Further, expectations and conditional expectations may depend on the choice of sigma-algebra that is associated to a signal. We provide a simple characterization of when the model is robust to changes in the sigma-algebras.
关键词：Blackwell's theorem; measurability; models of information; partitions; information-preserving sigma-algebras