实值随机变量的随机序与对偶随机序

The Stochastic Order and Dual Stochastic Order of Real-Valued Random Variables

  • 摘要: 本文讨论随机变量的高阶序问题, §1简要地叙述了随机变量排序的经济学含义,主要是期望效用理论与其对偶理论, §2讨论了实值随机变量基于分布函数的高阶序问题,给出了其基于期望效用理论的刻画, §3讨论的是实值随机变量的基于对偶理论(对偶矩)的高阶序问题,并给出了其基于随机变量的Yarri等价性度量的刻画.

     

    Abstract: This article discusses the high-ordered stochastic and dual stochastic orders of real-valued random variables. Section 1 describes in brief the economical meanings of ordering random variables in the framework of utility theory and its dual theory. Section 2 is on the high-ordered order of real-valued random variables based on the distributions. Some specifications of this order in expected utility theory are reached. Section 3 deals with the high-ordered order of real-valued random variables based on the dual theory, mainly the dual moments, and its specification in Yarri’s equivalent measure of random variables are presented.

     

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