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【Theory webinar】Monotone Additive Statistics


  • 研討會日期 : 2021-02-02
  • 時間 : 09:00
  • 主講人 : Professor Philipp Strack
  • 地點 : online
  • 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.
  • 演講摘要 : 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.