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

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...

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

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

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

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...

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

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...

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...

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

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

Lexicographic dominance is a total order between random variables. It is a form of stochastic ordering. It is defined as follows.: 8  Random variable...

Multivariate testing Randomized controlled trial Scientific control Stochastic dominance Test statistic Young, Scott W. H. (August 2014). "Improving Library...

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

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

distribution) can be used as a market concentration criterion. Examples are stochastic dominance and Gini coefficient. The Herfindahl–Hirschman Index (HHI) (the most...

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

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

\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...

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...

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

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

version of prospect theory gave rise to violations of first-order stochastic dominance. That is, prospect A might be preferred to prospect B even if the...

features, such as holding right preferences in face of first order stochastic dominance, risk averseness for logarithmic utilities and the ability to explain...

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

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

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

likelihood method which leads to the problem of isotonic regression. Stochastic dominance-based rough sets can also be regarded as a sort of variable-consistency...

"weak buyer" under the assumption of conditional stochastic dominance (first-order stochastic dominance for every right-truncated value distribution). Another...