Characterization of Stochastic Dominance for Discrete Random Variable

Jean-Michel Courtault (), Bertrand Crettez () and Naïla Hayek ()
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Bertrand Crettez: LIBRE - Laboratoire interdisciplinaire bisontin de recherches économiques - M.E.N.E.S.R. - Ministère de l'Education nationale, de l’Enseignement supérieur et de la Recherche - UFC - Université de Franche-Comté - UBFC - Université Bourgogne Franche-Comté [COMUE]
Naïla Hayek: Marin Mersenne - Pour les Mathématiques, l'Informatique et l'Interdisciplinarité - UP1 - Université Paris 1 Panthéon-Sorbonne

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Abstract: 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.

Keywords: Stochastic Dominance; Discrete Random Variables (search for similar items in EconPapers)
Date: 2006-02-01
Note: View the original document on HAL open archive server: https://shs.hal.science/halshs-00446413v1
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (7)

Published in 2006, pp.10

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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:halshs-00446413

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