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Monotone additive statistics

Mu, Xiaosheng and Pomatto, Luciano and Strack, Philipp and Tamuz, Omer (2021) Monotone additive statistics. . (Unpublished) https://resolver.caltech.edu/CaltechAUTHORS:20210303-154811036

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Abstract

We study statistics: mappings from distributions to real numbers. We characterize all statistics that are monotone with respect to first-order stochastic dominance, and additive for sums of independent random variables. We explore a number of applications, including a representation of stationary, monotone time preferences, generalizing Fishburn and Rubinstein (1982) to time lotteries.


Item Type:Report or Paper (Discussion Paper)
Related URLs:
URLURL TypeDescription
http://arxiv.org/abs/2102.00618arXivDiscussion Paper
ORCID:
AuthorORCID
Mu, Xiaosheng0000-0002-2868-5182
Pomatto, Luciano0000-0002-4331-8436
Strack, Philipp0000-0002-7960-9243
Tamuz, Omer0000-0002-0111-0418
Additional Information:Philipp Strack was supported by a Sloan fellowship. Omer Tamuz was supported by a grant from the Simons Foundation (#419427), a Sloan fellowship, and a BSF award (#2018397).
Funders:
Funding AgencyGrant Number
Alfred P. Sloan FoundationUNSPECIFIED
Simons Foundation419427
Binational Science Foundation (USA-Israel)2018397
Record Number:CaltechAUTHORS:20210303-154811036
Persistent URL:https://resolver.caltech.edu/CaltechAUTHORS:20210303-154811036
Usage Policy:No commercial reproduction, distribution, display or performance rights in this work are provided.
ID Code:108299
Collection:CaltechAUTHORS
Deposited By: Tony Diaz
Deposited On:04 Mar 2021 00:00
Last Modified:04 Mar 2021 00:00

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