Winner's curse

Several bidders independently estimate a jar's unknown common value, and the highest bidder wins. Why do naive bidders lose money, and how should you bid?

Show hints (2)+
  1. Condition on the event that you win.
  2. Winning is bad news about your estimate.

Answer

This is an open-ended question - work through it and compare your reasoning.

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Asked at: Timed Mental-Math & Sequences, Mixed Quant & Coding

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