S. Ben Mansour, E. Jouini, J.-M. Marin, C. Napp, and C.P. Robert, "Are Risk Averse Agents More Optimistic? A Bayesian Estimation Approach", Journal of Applied Econometrics, Vol. 23, No. 6, 2008, pp. 843-860. All data are in the file bjmnr-data.txt, which is an ASCII file in DOS format. It is zipped in the file bjmnr-data.zip. Unix users should use "unzip -a". The dataset comes from answers to a survey conducted face-to-face in the field by professional interviewers. The sample is made of adults, between 22 and 55, that are randomly chosen, and yielded 1,536 responses. The participant is offered the opportunity of entering a head and tail game for ten rounds. A coin is being flipped ten times; each time head occurs, the participant is supposed to get 10 Euros. The participant is then asked for his own estimation of the number of times head will occur (first column of the dataset file). The participant is also asked to reveal the maximum amount he is willing to pay in order to take part in this game (second column of the dataset file).