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Erscheinungsjahr: 
1998
Schriftenreihe/Nr.: 
Discussion Papers in Statistics and Econometrics No. 1/98
Verlag: 
University of Cologne, Seminar of Economic and Social Statistics, Cologne
Zusammenfassung: 
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.
Schlagwörter: 
Multivariate stochastic orders
decision under risk
comparison of empirical distribution functions
Dokumentart: 
Working Paper

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