The Random Utility Model, central in stochastic choice theory, is equivalent to assume that a probability vector belongs to a convex cone. We investigate its underlying geometry, introduce two new testing procedures, and compare them by simulation.
Forcina Antonio, Dardanoni Valentino (2024). Methods for Testing the Random Utility Model. STATISTICS & PROBABILITY LETTERS, 215 [10.1016/j.spl.2024.110230].
Methods for Testing the Random Utility Model
Dardanoni Valentino
2024-01-01
Abstract
The Random Utility Model, central in stochastic choice theory, is equivalent to assume that a probability vector belongs to a convex cone. We investigate its underlying geometry, introduce two new testing procedures, and compare them by simulation.
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