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 Yearling
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2d
asked Solution of seemingly simple system of equation
Apr
7
accepted Is there a way to solve explicitly the following functional equation?
Apr
5
comment Is there a way to solve explicitly the following functional equation?
The CDF is the "solution" (Nash equilibrium) of an economic model where we are interested in firms' optimal pricing strategy when there are two types of consumers in some specific market. The "standard" case, which is easy to solve, would be when $\lambda = 1$.
Apr
4
comment Is there a way to solve explicitly the following functional equation?
Thanks for the amazing answer! I will go through it in detail and hope that I can continue from there.
Mar
29
asked Is there a way to solve explicitly the following functional equation?
Jan
28
asked Signing *change* of probability that one random variable is lower than another
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