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Multivariate Discrete First Order Stochastic Dominance

  • Finn Tarp

    (Department of Economics, University of Copenhagen)

  • Lars Peter Østerdal

    (Department of Economics, University of Copenhagen)

This paper characterizes the principle of first order stochastic dominance in a multivariate discrete setting. We show that a distribution f first order stochastic dominates distribution g if and only if f can be obtained from g by iteratively shifting density from one outcome to another that is better. For the bivariate case, we develop the theoretical basis for an algorithmic dominance test that is easy to implement.

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Paper provided by University of Copenhagen. Department of Economics in its series Discussion Papers with number 07-23.

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Length: 23 pages
Date of creation: Oct 2007
Date of revision:
Handle: RePEc:kud:kuiedp:0723
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  1. Duclos, Jean-Yves & Sahn, David & Younger, Stephen D., 2001. "Robust Multidimensional Poverty Comparisons," Cahiers de recherche 0115, Université Laval - Département d'économique.
  2. Bourguignon, Francois, 1989. "Family size and social utility : Income distribution dominance criteria," Journal of Econometrics, Elsevier, vol. 42(1), pages 67-80, September.
  3. Gleb Koshevoy, 1997. "The Lorenz zonotope and multivariate majorizations," Social Choice and Welfare, Springer, vol. 15(1), pages 1-14.
  4. repec:bla:restud:v:42:y:1975:i:1:p:87-91 is not listed on IDEAS
  5. Nicolas Gravel & Patrick Moyes, 2006. "Ethically Robust Comparisons of Distributions of Two Individual Attributes," IDEP Working Papers 0605, Institut d'economie publique (IDEP), Marseille, France, revised Aug 2006.
  6. repec:bla:restud:v:49:y:1982:i:2:p:183-201 is not listed on IDEAS
  7. Allison, R. Andrew & Foster, James E., 2004. "Measuring health inequality using qualitative data," Journal of Health Economics, Elsevier, vol. 23(3), pages 505-524, May.
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