Statistical Mechanism Design: Robust Pricing, Estimation, and Inference
统计机制设计：稳健定价、估计与推断
This paper tackles challenges in pricing and revenue projections due to consumer uncertainty. We propose a novel data-based approach for firms facing unknown consumer type distributions. Unlike existing methods, we assume firms only observe a finite sample of consumers' types. We introduce \emph{empirically optimal mechanisms}, a simple and intuitive class of sample-based mechanisms with strong finite-sample revenue guarantees. Furthermore, we leverage our results to develop…