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Topic: Super-modularity preserved by Expectations?
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Posts: 3
From: France
Registered: 7/13/17
Super-modularity preserved by Expectations?
Posted: Jul 13, 2017 4:26 PM
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Consider a function $f(a,b)$ that is super-modular in $(a,b)$,
increasing in both variables and convex. Consider a random variable
$\tilde{a}$, We shall denote by $E_a$ the expectations of $f$ wrt to
$\tilde{a}$, assumed to exist.

Is it true that $E_a(f(\tilde{a},b)$ is super-modular in

Thanks in advance for any hint!

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