随机占优检验

Testing for Stochastic Dominance

American Journal of Agricultural Economics · 1988
被引 44
人大 AABS 3

中文导读

提出一种仅使用样本数据的置换检验方法,用于检验二阶随机占优,并通过实例展示其与传统做法的差异。

Abstract

Abstract A test for second‐degree stochastic dominance is proposed. The test is a permutation test using only the sample data. It is exemplified using data from Kramer and Pope. The test conclusions differ substantially from standard practice in which no statistical test is conducted.

随机占优检验置换检验样本数据