Discussion papers in statistics and econometrics 1/98
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.
Multivariate stochastic orders decision under risk comparison of empirical distribution functions