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  • Super-modularity preserved by Expectations?

    From patrick@21:1/5 to All on Thu Jul 13 14:26:34 2017
    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
    $(E(\tilde{a},b)$?

    Thanks in advance for any hint!

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