Characterization of Stochastic Dominance for Discrete Random Variable
Résumé
Available characterizations of the various notions of stochastic dominance concern continuous random variables. Yet, discrete random variables are often used either in pedagogical presentations of stochastic dominance or in experimental tests of this notion. This note provides complete characterizations of the various notions of stochastic dominance for discrete random variables.
Domaines
Economies et finances| Origine | Fichiers produits par l'(les) auteur(s) |
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