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stochastic dominance

См. также в других словарях:

  • Stochastic dominance — is a form of stochastic ordering. The term is used in decision theory to refer to situations where one lottery (a probability distribution over outcomes) can be ranked as superior to another. It is based on preferences regarding outcomes (e.g.,… …   Wikipedia

  • Marginal conditional stochastic dominance — In finance, marginal conditional stochastic dominance is a condition under which a portfolio can be improved in the eyes of all risk averse investors by incrementally moving funds out of one asset (or one sub group of the portfolio s assets) and… …   Wikipedia

  • Dominance-based rough set approach — (DRSA) is an extension of rough set theory for multi criteria decision analysis (MCDA), introduced by Greco, Matarazzo and Słowiński. [1][2][3] The main change comparing to the classical rough sets is the substitution of the indiscernibility… …   Wikipedia

  • Dominance-based Rough Set Approach — (DRSA) is an extension of rough set theory for Multi Criteria Decision Analysis (MCDA), introduced by Greco, Matarazzo and Słowiński Greco, S., Matarazzo, B., Słowiński, R.: Rough sets theory for multicriteria decision analysis. European Journal… …   Wikipedia

  • Dominance — may refer to: Dominance (C++), an aspect of virtual inheritance in the C++ programming language Dominance (economics), in economics, the degree of inequality in market share distribution Strategic dominance, in game theory, when one strategy is… …   Wikipedia

  • Stochastic ordering — In statistics, a stochastic order quantifies the concept of one random variable being bigger than another. These are usually partial orders, so that one random variable A may be neither stochastically greater than, less than nor equal to another… …   Wikipedia

  • Strategic dominance — For the business strategy, see Dominance (economics). In game theory, strategic dominance (commonly called simply dominance) occurs when one strategy is better than another strategy for one player, no matter how that player s opponents may play.… …   Wikipedia

  • Monotone likelihood ratio — A monotonic likelihood ratio in distributions f(x) and g(x) The ratio of the density functions above is increasing in the parameter x, so f(x)/g(x) satisfies the monotone likelihood ratio property. In statistics, the monoto …   Wikipedia

  • Mean-preserving spread — In probability and statistics, a mean preserving spread (MPS)[1] is a change from one probability distribution A to another probability distribution B, where B is formed by spreading out one or more portions of A s probability density function… …   Wikipedia

  • Jack C. Hayya — is professor emeritus of management science at the Pennsylvania State University.Education*B.S., Civil Enginering, University of Illinois at Champaign Urbana, 1952 *M.S., Management, California State University, Northridge, 1961 [Hayya, Jack C.… …   Wikipedia

  • Modern portfolio theory — Portfolio analysis redirects here. For theorems about the mean variance efficient frontier, see Mutual fund separation theorem. For non mean variance portfolio analysis, see Marginal conditional stochastic dominance. Modern portfolio theory (MPT) …   Wikipedia

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