  Since there is, in principle, no reason why third parties should not pay
individuals for the use of their data, we introduce a realistic market that
would allow these payments to be made while taking into account the privacy
attitude of the participants. And since it is usually important to use unbiased
samples to obtain credible statistical results, we examine the properties that
such a market should have and suggest a mechanism that compensates those
individuals that participate according to their risk attitudes. Equally
important, we show that this mechanism also benefits buyers, as they pay less
for the data than they would if they compensated all individuals with the same
maximum fee that the most concerned ones expect.
