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Pańczyk Magdalena (Akademia Ekonomiczna im. Karola Adamieckiego w Katowicach, doktorant)
Własności dominacji dla zmiennych dwuwymiarowych
Stochastic Dominance Rules - Bivariate Random Variable
Prace Naukowe Akademii Ekonomicznej we Wrocławiu, 2007, nr 1167, s. 195-205, tab., bibliogr. 9 poz.
Issue title
Współczesne tendencje rozwojowe badań operacyjnych
Dominacja stochastyczna, Zmienne losowe, Prawdopodobieństwo
Stochastic dominance, Random variable, Probability
Celem badań jest analiza zmiennych dwuwymiarowych ze względu na wprowadzone relacje porządkujące oraz ich związek z porządkami dla rozkładów brzegowych tych zmiennych. (fragment tekstu)

After the publication of the stochastic ordering research efforts have been made directed wards to generalizing these rules to multivariate case. In this paper we describe stochastic orderings, especially model of mean - variance and stochastic dominance - the one-attribute case. In the next step, we generalize these results to two-attribute cases. We define moments for bivariate random variable and describe analogous to mean-variance orders. We define stochastic dominance rules for marginalizations, later we define bivariate stochastic ordering, especially in the context of probability inequalities. (original abstract)
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