06
Apr
10

San Petersburgo, paradoja

El Psy-Fi Blog tiene una entrada interesante donde arremete contra un concepto medular de la Economia, la Utilidad.

Rescato, los párrafos dedicados a la Paradoja de San Petersburgo -cortesia de Nicolas Bernoulli- y a los comienzos de la probabilidad con Pascal y Fermat.

(…)

Then Nicholas Bernoulli came up with the St. Petersburg Paradox, a position that stands in stark contradiction to Pascal’s Wager, arguing that there is no limit to the amount you should be prepared to gamble in quest of a greater fortune. The paradox, simply stated, envisages two gamblers betting on the toss of a coin. On the first toss if it lands on tails the winner gets $2, on the second a tail yields $4, on the third $8 and so on, forever. If you calculate the risk weighted probabilities your likely winnings increase by a dollar with every tail tossed, all the way to infinity.

Thus what the St. Petersburg Paradox argues is that the value to the gambler of the coin flipping game is infinite: it’s like owning a cash machine that continually replenishes itself. However, the paradox goes further – it asks that, if the value of the gamble is infinite what is the maximum stake that a rational person should be willing to bet on it? How much money is it worth paying for a cash machine that never runs out of money? The rational answer is, of course, that there is no maximum: any amount is less than the value of the machine.

(…)

En el post, se cita el siguiente trabajo, Moral Impossibility in the PetersburgParadox: A Literature Survey andExperimental Evidence

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Comentario al Margen: en un post más reciente del Psy-Fi Blog, donde lamentablemente habla de la Economía como una pseudo-ciencia (me hizo acordar a Mario Bunge hablando del psicoanálisis), se cita un interesante paper sobre el uso y abuso del termino racionalidad por parte de los economistas. Rationality in Economics


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