讲座题目: 熟悉数据生成过程对彩票游戏中赌徒谬误和热手谬误的影响
The Effect of Familiarity with the Data-Generating Process on the Gambler’s and Hot-Hand Fallacy in Lottery Play
面向对象:全院师生
主讲嘉宾:王童,副教授,东北财经大学高等经济研究院
学科方向:数字经济
讲座时间:2024年4月22日(周一)上午10:00开始
讲座地点:44118太阳成城集团101室
内容提要:我们研究了人们表现出赌徒谬误或热手谬误的倾向如何随着他们对数据生成过程(DGP)的熟悉程度而变化。 过去的研究表明,当DGP已知时,赌徒谬误就会出现,而当DGP未知时,就会出现热手谬误。 本文认为,人们对 DGP 的不确定性是主观的,可能是由于他们对它的熟悉程度所致。 不熟悉DGP的人可能会对其感到不确定,并可能表现出热手谬误,而熟悉它的人可能会表现出赌徒谬误。 我们使用 荷兰乐透的专有数据测试了这一猜想,该数据集涵盖六年多的时间、1090 万个选定的号码组合和 24.1 万名玩家。 根据我们的假设,我们发现缺乏经验的玩家倾向于选择以前开出的号码,而经验丰富的玩家则倾向于避免过去的中奖号码。 对男性和女性行为的比较证明了这一发现对于研究随机性误解的个体差异的重要性。 正如之前的研究所示,我们观察到男性比女性更有可能出现赌徒谬误。 然而,当我们控制了他们对 DGP 熟悉程度的系统性差异时,这种性别差异很大程度上消失了。
Abstract: We investigate how people’s propensity to display the gambler’s fallacy or the hot-hand fallacy varies with their familiarity with the data generating process (DGP). Past research shows that the gambler’s fallacy emerges when the DGP is known, whereas the hot-hand fallacy occurs when the DGP is unknown. The present paper argues that people’s uncertainty about the DGP is subjective, and likely driven by their familiarity with it. People who are unfamiliar with the DGP will probably feel uncertain about it and be likely to display the hot-hand fallacy, whereas people who are familiar with it will likely display the gambler’s fallacy. We test this conjecture using a proprietary dataset from the Dutch Lotto, covering more than six years, 10.9 million chosen number combinations, and 241 thousand players. In line with our hypothesis, we find that inexperienced players tend to select numbers that were previously drawn, whereas experienced players tend to avoid past winning numbers. A comparison of the behavior of men and women demonstrates the importance of this finding for research into individual differences in misperceptions of randomness. As shown in previous studies, we observe that men are more likely than women to display the gambler’s fallacy. However, this gender difference largely disappears when we control for the systematic difference in their familiarity with the DGP.
讲座嘉宾简介:
王童,任东北财经大学高等经济研究院副教授。2016年获得荷兰鹿特丹伊拉斯姆斯大学经济学博士学位。主要研究领域是行为经济学,通过大数据和实验经济学的研究方法发现并总结人类认知和决策模式,从而优化经济学模型以及设计更好的机制。她的具体研究内容主要集中于人类面对风险时的认知和决策,论文发表在Management Science、European Economic Review等期刊上。