随机序及其随机序之间的关系

Stochastic Orderings and Their Relations

文章先介绍了几种主要的随机序,其中包括期望效用准则、随机占优、单调风险率条件、单调似然率条件和均值-方差准则,然后在此基础上研究了它们之间的关系。

This paper introduces a few main Stochastic orderings, including expected utility criterion, stochastic dominance, likelihood ratio, hazard rate and mean--variance rule, and finally discusses the relations among these stochastic orderings.