A note on convex stochastic dominance

作者: Wing-Keung Wong , Chi-Kwong Li

DOI: 10.1016/S0165-1765(98)00231-6

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摘要: Abstract Fishburn's convex stochastic dominance theorem is extended to cover arbitrary distributions. Third-order dominance, and situations for risk takers (averters) are discussed. A result on combinations of several continuous distributions also generalized.

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