Please use this identifier to cite or link to this item: http://hdl.handle.net/10419/45803
Authors: 
Dyckerhoff, Rainer
Holz, Hartmut
Mosler, Karl
Year of Publication: 
1998
Series/Report no.: 
Discussion papers in statistics and econometrics 1/98
Abstract: 
We consider four orthant stochastic orderings between random vectors X and Y that have finitely discrete probability distributions in IRk. For each of the orderings conditions have been developed that are necessary and sufficient for dominance of Y over X. We present an algorithm that checks these conditions in an efficient way by operating on a semilattice generated by the support of the two distributions. In particular, the algorithm can be used to compute multivariate Smirnov statistics.
Subjects: 
Multivariate stochastic orders
decision under risk
comparison of empirical distribution functions
Document Type: 
Working Paper

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