变换的二阶随机占优判定方法的再探讨

A Remark on the Second Degree Stochastic Dominance Criterion for the Most General Transformations

通过两个反例从不同角度指出相关文献给出的关于一般变换的二阶随机占优的判定准则是错误的；并通过区分变换的单调性，分别给出单调递增与单调递减两种情形下二阶随机占优关系的判定方法．

Two counterexamples axe presented to show that the second degree stochastic dominance criterition for the most general transformations, proposed by Theorem 5 of Levy （1992）, is not true. Then, by restricting the monotone property of the dominating transformation, two second degree stochastic dominance criteria are proposed for increasing and decreasing transformations, respectively.