學術研究

(Theory webinar) Monotone Additive Statistics

日期 2021-02-02 (週二)
時間 09:00 AM
地點 Conference Room B110
演講者 Professor Philipp Strack
演講者簡介 Professor Strack received his Ph.D. in Economics from Bonn Graduate School of Economics in 2013. He is currently an Associate Professor at Yale University. His research field is microeconomic theory.
摘要 A statistic is a mapping from bounded random variables to real numbers. We characterize all statistics that are monotone with respect to first-order stochastic dominance, and are additive with respect to independent random variables. As an application, we characterize which gambles can be chosen uniformly across wealth levels under some monotone preference.