Some results on random utility models

This paper extends earlier work on the properties of Thurstone choice models to the general random utility model (RUM), in which the components of the random utility vector are not necessarily independent and identically distributed, even apart from location shifts. The condition for two RUMs to be equivalent is established, and relationships between the choice axiom, decomposition, and other conditions are explored. In the special case of the Thurstone model, the conditions considered are all equivalent to the double exponential distribution.