On correlated lotteries in economic applications
Economic models and experiments frequently use lotteries with only a few outcomes. We provide a comprehensive analysis of the correlation between such lotteries as well as their dependence structure more generally. We fully characterize the joint distribution of two binary lotteries via their first...
Gespeichert in:
| Hauptverfasser: | , , |
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| Dokumenttyp: | Article (Journal) Book/Monograph |
| Sprache: | Englisch |
| Veröffentlicht: |
[S.l.]
SSRN
October 11, 2022
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| DOI: | 10.2139/ssrn.3986161 |
| Online-Zugang: | Verlag, kostenfrei: https://ssrn.com/abstract=3986161 Resolving-System, kostenfrei: https://doi.org/10.2139/ssrn.3986161 
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| Verfasserangaben: | Markus Dertwinkel-Kalt, Sebastian Ebert, Mats Köster |
MARC
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| 245 | 1 | 0 | |a On correlated lotteries in economic applications |c Markus Dertwinkel-Kalt, Sebastian Ebert, Mats Köster |
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| 520 | |a Economic models and experiments frequently use lotteries with only a few outcomes. We provide a comprehensive analysis of the correlation between such lotteries as well as their dependence structure more generally. We fully characterize the joint distribution of two binary lotteries via their first three univariate moments and their correlation coefficient. As we illustrate alongside some examples, the resulting parametrization may be useful for economic modeling and experimental design | ||
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