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 Yearling
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Aug
12
accepted Lower bound for (function of) density of well-behaved random variable
Aug
8
comment Lower bound for (function of) density of well-behaved random variable
Thank you for the great answer! I'm 99% satisfied with this (in fact, I also thought about using $f(\theta) = \frac{r}{\theta}$ as a worst-case scenario). But can you also give a formal proof that for given $\sigma^2$, this is indeed the relevant function to consider?
Aug
3
revised Lower bound for (function of) density of well-behaved random variable
added 1454 characters in body
Jul
30
asked Lower bound for (function of) density of well-behaved random variable
Jul
15
revised Derivative of implicit function - possible to bring in specific form?
deleted 4 characters in body
Jul
15
asked Derivative of implicit function - possible to bring in specific form?
Jul
6
comment Optimize distributions for low mean, high variance
Based on this, you can eliminate all "dominated" distributions, which may give you a smaller (or even singleton) set of non-dominated distributions.
Jul
6
answered Optimize distributions for low mean, high variance
Jun
30
awarded  Yearling
Jun
30
comment Calculus: simpler way of showing that derivative is negative?
Thanks for your input! That's a nice trick to remember.
Jun
30
accepted Calculus: simpler way of showing that derivative is negative?
Jun
30
comment Calculus: simpler way of showing that derivative is negative?
Thanks a lot, that's basically exactly what I was looking for.
Jun
30
asked Calculus: simpler way of showing that derivative is negative?
Dec
14
awarded  Caucus
Sep
24
awarded  Autobiographer
Jul
2
awarded  Curious
Jun
13
comment Game theory problem… I think…
I couldn't find a free PDF of Stahl, but maybe you can have a look at Janssen et al. (2005), which directly builds on Stahl. See kelley.iu.edu/mwildenb/costlysearch.pdf
Jun
13
comment Game theory problem… I think…
And in particular, if all consumers have to pay a positive "fine" (search cost), the famous "Diamond paradox" (see Diamond 1971) arises: in equilibrium, both firms will charge the monopoly price for the good(s) they offer.
Jun
13
comment Game theory problem… I think…
You might want to consider reading Stahl (1989), one of the seminal articles in the literature on (sequential) consumer search in economics. I think his setup directly corresponds to the one you have in mind. See jstor.org/stable/1827927?__redirected
Feb
11
answered How to prove the open interval $(1,5)$ is a convex set?