Stochastic dominance is a partial order between random variables. It is a form of stochastic ordering. The concept arises in decision theory and decision...

Multi-objective optimization Stochastic dominance Second-order Stochastic dominance Marginal conditional stochastic dominance Downside risk Volatility skewness...

distribution). Stochastic dominance relations are a family of stochastic orderings used in decision theory: Zeroth-order stochastic dominance: A ≺ ( 0 ) B...

In finance, marginal conditional stochastic dominance is a condition under which a portfolio can be improved in the eyes of all risk-averse investors by...

for how many pairs of groups stochastic dominance obtains. For analyzing the specific sample pairs for stochastic dominance, Dunn's test, pairwise Mann–Whitney...

of different versions of a gene Strategic dominance, a method of simplification for games Stochastic dominance, a situation in which one lottery (a probability...

families with MLR have a number of well-behaved stochastic properties, such as first-order stochastic dominance and increasing hazard ratios. Unfortunately...

CVaR: Conditional value at risk FSD: First-order Stochastic Dominance SSD: Second-order Stochastic Dominance In the United States, virtual power plants deal...

regarding human choice behavior including violations of stochastic dominance, violations of strong stochastic transitivity, violations of independence between...

most 1). It is based on the notion of stochastic dominance. For each agent i, A bundle Xi weakly-stochastically dominates (wsd) a bundle Yi if for every...

second-order stochastic dominance – namely, the special case of equal means: If B is a mean-preserving spread of A, then A is second-order stochastically dominant...

) {\displaystyle x\preceq f(x)} . The SD extension (named after stochastic dominance) is defined not only on discrete bundles but also on fractional bundles...

Multivariate testing Randomized controlled trial Scientific control Stochastic dominance Test statistic Two-proportion Z-test Young, Scott W. H. (August 2014)...

truthful mechanisms, where the weights may be input-dependent. Strong stochastic-dominance truthfulness (strong-SD-truthfulness): The vector of probabilities...

between two computational problems First-order resolution First-order stochastic dominance First order stream Exact first-order ordinary differential equation...

Rationality Secretary problem Signal detection theory Small-numbers game Stochastic dominance TOTREP Two envelopes problem "Decision theory Definition and meaning"...

portfolio choice Investment theory Kelly criterion Marginal conditional stochastic dominance Markowitz model Mutual fund separation theorem Omega ratio Post-modern...

model Stochastic Stochastic approximation Stochastic calculus Stochastic convergence Stochastic differential equation Stochastic dominance Stochastic drift...

events. The modification helps to avoid a violation of first order stochastic dominance and makes the generalization to arbitrary outcome distributions easier...

and Economics Machine learning § Applications Marginal conditional stochastic dominance, a way of showing that a portfolio is not efficient Merton's portfolio...

models involved violations of first-order stochastic dominance. In prospect theory, violations of dominance were avoided by the introduction of an 'editing'...

David Walls. "Does Hollywood make too many R-rated movies? Risk, stochastic dominance, and the illusion of expectation". Journal of Business, 75(3): 425–451...

Because the one-sample test can be used as a one-sided test for stochastic dominance, the paired difference Wilcoxon test can be used to compare the following...

\rho _{g}(X)=\rho _{g}(Y)} . Monotone with respect to first order stochastic dominance. If g {\displaystyle g} is a concave distortion function, then ρ...

coalition of other agents; it is sometimes called strict envy-freeness. Stochastic-dominance envy-freeness (SD-envy-free, also called necessary envy-freeness)...

Sriboonchita, S.; Wong, W. K.; Dhompongsa, S.; Nguyen, H. T. (2010). Stochastic dominance and applications to finance, risk and economics. CRC Press. ISBN 978-1-4200-8266-1...

theorem – every partial order is contained in some total order. Stochastic dominance – Partial order between random variables Strict weak ordering – strict...

very simple games (called straightforward games) can be solved using dominance. A player can compare two strategies, A and B, to determine which one...

of R {\displaystyle \mathbb {R} } , endowed with the first order stochastic dominance order ≥ X {\displaystyle \geq _{X}} . Note that ( X , ≥ X ) {\displaystyle...

2307/1913738. JSTOR 1913738. "Zender's lecture notes". Levy, Haim (2006). Stochastic Dominance: Investment Decision Making under Uncertainty (2nd ed.). New York:...