About: Stochastic dominance

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Stochastic dominance is a partial order between random variables. It is a form of stochastic ordering. The concept arises in decision theory and decision analysis in situations where one gamble (a probability distribution over possible outcomes, also known as prospects) can be ranked as superior to another gamble for a broad class of decision-makers. It is based on shared preferences regarding sets of possible outcomes and their associated probabilities. Only limited knowledge of preferences is required for determining dominance. Risk aversion is a factor only in second order stochastic dominance.

Attributes	Values
rdfs:label	Dominanza stocastica (it) Stochastic dominance (en)
rdfs:comment	La dominanza stocastica è una forma di . Il termine è utilizzato nella teoria delle decisioni per riferirsi a situazioni in cui una lotteria, cioè una determinata distribuzione di probabilità sugli esiti (outcome), può essere considerata superiore ad un'altra. La nozione di dominanza stocastica è basata sul sistema di riguardo ai possibili esiti e sul grado di avversione al rischio collegato a tali preferenze. Si distinguono solitamente una dominanza stocastica di primo e di secondo ordine. (it) Stochastic dominance is a partial order between random variables. It is a form of stochastic ordering. The concept arises in decision theory and decision analysis in situations where one gamble (a probability distribution over possible outcomes, also known as prospects) can be ranked as superior to another gamble for a broad class of decision-makers. It is based on shared preferences regarding sets of possible outcomes and their associated probabilities. Only limited knowledge of preferences is required for determining dominance. Risk aversion is a factor only in second order stochastic dominance. (en)
dcterms:subject	Random variable ordering
Wikipage page ID	3574224 (xsd:integer)
Wikipage revision ID	1111693173 (xsd:integer)
Link from a Wikipage to another Wikipage	Probability distribution Monotonic function Decision analysis Decision theory Lexicographic dominance Mathematical optimization Stochastic ordering Quantum catalyst Modern portfolio theory Monotonic Concave function Ordinal Pareto efficiency Random variable ordering Risk aversion Total order Cumulative distribution function Partially ordered set Preference (economics) Random variable Marginal conditional stochastic dominance Lagrange multiplier If and only if Mean-preserving spread Utility Expected utility hypothesis Partial order Responsive set extension Stochastic programming
sameAs	Stochastic dominance Stochastic dominance Stochastic dominance Stochastic dominance Stochastic dominance
dbp:wikiPageUsesTemplate	dbt:! dbt:Other_uses dbt:Reflist
has abstract	Stochastic dominance is a partial order between random variables. It is a form of stochastic ordering. The concept arises in decision theory and decision analysis in situations where one gamble (a probability distribution over possible outcomes, also known as prospects) can be ranked as superior to another gamble for a broad class of decision-makers. It is based on shared preferences regarding sets of possible outcomes and their associated probabilities. Only limited knowledge of preferences is required for determining dominance. Risk aversion is a factor only in second order stochastic dominance. Stochastic dominance does not give a total order, but rather only a partial order: for some pairs of gambles, neither one stochastically dominates the other, since different members of the broad class of decision-makers will differ regarding which gamble is preferable without them generally being considered to be equally attractive. (en) La dominanza stocastica è una forma di . Il termine è utilizzato nella teoria delle decisioni per riferirsi a situazioni in cui una lotteria, cioè una determinata distribuzione di probabilità sugli esiti (outcome), può essere considerata superiore ad un'altra. La nozione di dominanza stocastica è basata sul sistema di riguardo ai possibili esiti e sul grado di avversione al rischio collegato a tali preferenze. Si distinguono solitamente una dominanza stocastica di primo e di secondo ordine. (it)
gold:hypernym	Form
prov:wasDerivedFrom	wikipedia-en:Stochastic_dominance?oldid=1111693173&ns=0
page length (characters) of wiki page	15861 (xsd:nonNegativeInteger)
foaf:isPrimaryTopicOf	wikipedia-en:Stochastic_dominance
is Link from a Wikipage to another Wikipage of	Monotone comparative statics Cumulative prospect theory Decision analysis Decision field theory Decision theory Lexicographic dominance Prospect theory Stochastic ordering Quantum catalyst Ordinal Pareto efficiency Andrzej Piotr Ruszczyński Dominance Kruskal–Wallis one-way analysis of variance Risk aversion Darinka Dentcheva Distortion risk measure Amarjot Kaur Outline of finance Dictatorship mechanism Fair random assignment Goal-based investing Market concentration First-order stochastic dominance Marginal conditional stochastic dominance Mean-preserving spread Monotone likelihood ratio List of statistics articles Simultaneous eating algorithm Responsive set extension Stochastic Dominance Rank-dependent expected utility Statewise dominance Statistical dominance Second-order stochastic dominance
is Wikipage redirect of	First-order stochastic dominance Stochastic Dominance Statewise dominance Statistical dominance Second-order stochastic dominance
is Wikipage disambiguates of	Dominance
is foaf:primaryTopic of	wikipedia-en:Stochastic_dominance

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