Strictly log-concave probability distributions in discrete response models

Eleni Aristodemou

University of Cyprus Working Papers in Economics from University of Cyprus Department of Economics

Abstract: This paper extends the results of Prekopa (1973, 1980) on strictly log-concave cumulative distributions to strictly log-concave probability distributions. It is shown that if a random variable follows a strictly logarithmic concave distribution, then the probability that the random variable is contained within a convex polytope is also strictly logarithmic concave. This formal result can be useful for identification and estimation of a general class of linear-index discrete response models, where the additively separable unobservable follows a strictly log-concave distribution.

Keywords: Discrete Response Models; Strict Log-Concavity (search for similar items in EconPapers)
Pages: 16 pages
Date: 2022-07-06
New Economics Papers: this item is included in nep-dcm
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Persistent link: https://EconPapers.repec.org/RePEc:ucy:cypeua:06-2022

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