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A Note on Power Invariance in Random Utility Models
KTH, School of Architecture and the Built Environment (ABE), Transport Science, Transport and Location Analysis.
2012 (English)Report (Other academic)
Abstract [en]

Invariance in Random Utility (RU) Models is the property that the distribution of achievedutility is invariant across the alternatives chosen. In this note we study a generalization termedPower Invariance (PI). It generalizes the property, showed by Mattsson and Weibull, thatinvariance holds for an independent RU Model, where the cdf’s of the random terms arepositive powers of a given base cdf . The power invariant copulas turn out to be the copulasof Multivariate Extreme Value distributions. We further show that, under natural regularityconditions, the copulas of the marginal distributions of a PI copula are power invariant.

Place, publisher, year, edition, pages
2012.
National Category
Transport Systems and Logistics
Identifiers
URN: urn:nbn:se:kth:diva-95400OAI: oai:DiVA.org:kth-95400DiVA: diva2:528089
Note
QC 20120524Available from: 2012-05-24 Created: 2012-05-24 Last updated: 2012-05-24Bibliographically approved
In thesis
1. Contributions to Probabilistic Discrete Choice
Open this publication in new window or tab >>Contributions to Probabilistic Discrete Choice
2012 (English)Doctoral thesis, comprehensive summary (Other academic)
Place, publisher, year, edition, pages
Stockholm: KTH Royal Institute of Technology, 2012. x, 20 p.
Series
TRITA-TSC-PHD, 12:001
National Category
Transport Systems and Logistics
Identifiers
urn:nbn:se:kth:diva-95402 (URN)978-91-85539-86-4 (ISBN)
Public defence
2012-06-01, D2, Lindstedtsvägen 5, KTH, Stockholm, 09:15 (English)
Opponent
Supervisors
Funder
TrenOp, Transport Research Environment with Novel Perspectives
Note

QC 20120524

Available from: 2012-05-24 Created: 2012-05-24 Last updated: 2016-01-20Bibliographically approved

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CiteExportLink to record
Permanent link

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Cite
Citation style
  • apa
  • harvard1
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf