On the Estimation Risk in First-Order Stochastic Dominance: A Note
计算了当两个投资选项来自同一收益分布时，一阶随机占优检验犯第一类错误的概率，结果基于随机过程和拟合优度文献，但此前未被用于估计风险问题。
This note has given results for the probability of committing a Type I error in first-order stochastic dominance when it is assumed that both options have been sampled from the same distribution of returns. The probabilities are based on known results in the stochastic processes and statistical goodness-of-fit literatures, but have not been recognized in connection with the problem of estimation of risk in stochastic dominance. Further work on FSD Type II error probabilities based on ideas in this paper is in progress.