二阶随机占优的经验似然比试验

Empirical likelihood ratio test for the second order stochastic dominance

对非参数试验;;基于两种不同样本经验似然法.研究了两种非负随机变量的二阶随机占优问题;;在经济学中对避免风险而进行经济因素的比较和经济要素的可靠性分析问题有实际的应用价值.

Non-parametric testing procedures based upon the two-sample empirical likelihood method have been developed for testing two kinds of second order stochastic dominance between nonnegative random variables. The two tests presented are of interests both for the economist to compare random economic prospects for risk averting and for reliability analyst to make a di?erence between a new element and a used one.