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Wrong formula

The integrand of the formula for third-order stochastic dominance does not depend on z. I don't know what the correct formula is, but the current one is probably wrong.

Misleading word

This is a helpful article. But there is a minor problem with this exposition: "Gamble A has first-order stochastic dominance over gamble B if for any GOOD outcome x, A gives at least as high a probability of receiving at least x as does B, and for some x, A gives a higher probability of receiving at least x. In notation form, P [A \ge x]\ge P [B \ge x] for all x, and for some x, P[A \ge x]>P[B \ge x]. " (My capitalisation of "GOOD".) The notation form does not capture the notion of a "GOOD" outcome x; it quantifies over ALL x, "good" or otherwise". Would the problem be fixed simply by deleting "good" in the initial characterisation? — Preceding unsigned comment added by 121.127.200.81 (talk) 01:46, 30 April 2014 (UTC)[reply]

Done (belatedly). Thanks! Loraof (talk) 20:32, 2 June 2015 (UTC)[reply]

bad article

this is a bad article because it is not pitched at the right level wiki is a *general encylopedia* eg the avg person should be able to understand the intro this is much much better intro; at least it makes sense https://ocw.mit.edu/courses/economics/14-123-microeconomic-theory-iii-spring-2015/lecture-notes-and-slides/MIT14_123S15_Chap4.pdf

sorry

Dr. Lean's comment on this article

Dr. Lean has reviewed this Wikipedia page, and provided us with the following comments to improve its quality:

To make stochastic dominance in practice, a number of SD tests have been developed such as Davidson and Duclos [R. Davidson, J.Y. Duclos, Statistical inference for stochastic dominance and for the measurement of poverty and inequality, Econometrica 68 (6) (2000) 1435–1464], Kaur et al. [A. Kaur, B.L.S.P. Rao, H. Singh, Testing for second order stochastic dominance of two distributions, Econ. Theory 10 (1994) 849–866] and Anderson [G. Anderson, Nonparametric tests of stochastic dominance in income distributions, Econometrica 64 (1996) 1183–1193]. Reader may refer to Lean et al. (2008), Mathematics and Computers in Simulation 79, 30–48.

We hope Wikipedians on this talk page can take advantage of these comments and improve the quality of the article accordingly.

We believe Dr. Lean has expertise on the topic of this article, since he has published relevant scholarly research:

Reference : Hooi Hooi Lean & Michael McAleer & Wing-Keung Wong, 2013. "Risk-averse and Risk-seeking Investor Preferences for Oil Spot and Futures," Working Papers in Economics 13/30, University of Canterbury, Department of Economics and Finance.

ExpertIdeasBot (talk) 16:05, 11 July 2016 (UTC)[reply]