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Wei_Dai comments on Harsanyi's Social Aggregation Theorem and what it means for CEV - Less Wrong Discussion
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I'm not sure. It probably depends on what "priors" really are and/or whether people have common priors. I have a couple of posts that explain these problems a bit more. But it does seem quite possible that the more recent results in the Bayesian aggregation literature aren't really relevant to FAI.