随机单调函数的一个简单刻画

A Simple Characterization of Stochastically Monotone Functions

Econometrica · 1990
被引 12
人大 A+FT50ABS 4*

中文导读

证明,随机单调函数等价于可加分离成严格递增分量的函数,从而简化了McKelvey和Page关于共同知识的一个著名定理的条件。

Abstract

MCKELVEY AND PAGE (1986) proved a remarkable theorem on common knowledge. Suppose n individuals start with a common prior and then form conditional probabilities of some event of interest based on their different information. If a stochastically monotone aggregate of the n conditional probabilities is common knowledge, then the assessments must be identical. We show that the aggregation of individual assessments allowed for in the theorem admits an elementary characterization: a function is stochastically monotone if and only if it is additively separable into strictly increasing components

随机单调函数可加可分性共同知识条件概率