Probability of worthwhile effect of monotone-response treatments

Benjamin C\^ot\'e and Ruodu Wang

Papers from arXiv.org

Abstract: Experiments may, by design, prevent one from observing on a single subject both the response to a treatment and to its absence. Because of this, marginal distributions for both cases may be observable but not their joint distribution, thus obscuring the distribution of the treatment effect. We examine the case where we impose that the treatment effect is nonnegative, also called monotone treatment response, a common assumption relevant to many practical applications. We solve the problems of best- and worst-case probabilities that the treatment effect exceeds a given value, using an explicit construction for the dependence scheme in each case. Such problems can equivalently be described, in different contexts, as risk aggregation under dependence uncertainty and an order constraint, and as optimal transport with a particular cost function.

Date: 2026-07
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