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Stochastic Dominance

  • Russell Davidson

    ()

The concept of stochastic dominance is defined, and its relation to welfare, poverty, and income inequality explained. A brief discussion is provided of how statistical inference may be performed for hypotheses relating to stochastic dominance.

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File URL: http://www.mcgill.ca/files/economics/stochasticdominance.pdf
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Paper provided by McGill University, Department of Economics in its series Departmental Working Papers with number 2006-19.

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Length: 10 pages
Date of creation: Sep 2006
Date of revision:
Handle: RePEc:mcl:mclwop:2006-19
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  1. Beach, Charles M & Richmond, James, 1985. "Joint Confidence Intervals for Income Shares and Lorenz Curves," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 26(2), pages 439-50, June.
  2. Wolak, Frank A., 1989. "Testing inequality constraints in linear econometric models," Journal of Econometrics, Elsevier, vol. 41(2), pages 205-235, June.
  3. Anderson, Gordon, 1996. "Nonparametric Tests of Stochastic Dominance in Income Distributions," Econometrica, Econometric Society, vol. 64(5), pages 1183-93, September.
  4. Jenkins, Stephen P & Lambert, Peter J, 1997. "Three 'I's of Poverty Curves, with an Analysis of UK Poverty Trends," Oxford Economic Papers, Oxford University Press, vol. 49(3), pages 317-27, July.
  5. Kaur, Amarjot & Prakasa Rao, B.L.S. & Singh, Harshinder, 1994. "Testing for Second-Order Stochastic Dominance of Two Distributions," Econometric Theory, Cambridge University Press, vol. 10(05), pages 849-866, December.
  6. L. Wade, 1988. "Review," Public Choice, Springer, vol. 58(1), pages 99-100, July.
  7. Davidson, R. & Duclos, J.-Y., 1998. "Statistical Inference for Stochastic Dominance and for the Measurement of Poverty and Inequality," G.R.E.Q.A.M. 98a14, Universite Aix-Marseille III.
  8. Shorrocks, Anthony F, 1983. "Ranking Income Distributions," Economica, London School of Economics and Political Science, vol. 50(197), pages 3-17, February.
  9. Ian Rongve, 1997. "Statistical inference for poverty indices with fixed poverty lines," Applied Economics, Taylor & Francis Journals, vol. 29(3), pages 387-392.
  10. repec:cup:etheor:v:10:y:1994:i:5:p:849-66 is not listed on IDEAS
  11. Garry F. Barrett & Stephen G. Donald, 2003. "Consistent Tests for Stochastic Dominance," Econometrica, Econometric Society, vol. 71(1), pages 71-104, January.
  12. Bishop, John A & Chow, K Victor & Zheng, Buhong, 1995. "Statistical Inference and Decomposable Poverty Measures," Bulletin of Economic Research, Wiley Blackwell, vol. 47(4), pages 329-40, October.
  13. Kakwani, Nanak, 1993. "Statistical Inference in the Measurement of Poverty," The Review of Economics and Statistics, MIT Press, vol. 75(4), pages 632-39, November.
  14. Atkinson, A B, 1987. "On the Measurement of Poverty," Econometrica, Econometric Society, vol. 55(4), pages 749-64, July.
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