| 随机序及其随机序之间的关系 |
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| 引用本文： | 文平,马雪雅,齐晓波. 随机序及其随机序之间的关系[J]. 新疆师范大学学报(自然科学版), 2007, 26(1): 27-30 |
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| 作者姓名： | 文平 马雪雅 齐晓波 |
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| 作者单位： | 1. 新疆财经学院,应用数学系,新疆,乌鲁木齐,830012
2. 新疆昌吉学院,数学系,新疆,昌吉,831100 |
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| 摘 要： | 文章先介绍了几种主要的随机序,其中包括期望效用准则、随机占优、单调风险率条件、单调似然率条件和均值-方差准则,然后在此基础上研究了它们之间的关系。
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| 关 键 词： | 期望效用准则 随机占优 似然率 风险率 均值-方差准则 |
| 文章编号： | 23970278 |
| 修稿时间： | 2006-07-10 |
Stochastic Orderings and Their Relations |
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| WEN ping,MA Xueya,QI Xiaobo. Stochastic Orderings and Their Relations[J]. Journal of Xinjiang Normal University(Natural Sciences Edition), 2007, 26(1): 27-30 |
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| Authors: | WEN ping MA Xueya QI Xiaobo |
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| Affiliation: | Applied Mathematics Department, Xinjiang Institute of Finance and Economics, Urumqi Xinjiang 830012 |
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| Abstract: | This paper introduces a few main Stochastic orderings,including expected utility criterion,stochastic dominance,likelihood ratio,hazard rate and mean-variance rule,and finally discusses the relations among these stochastic orderings. |
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| Keywords: | expected utility criterion stochastic dominance likelihood ratio hazard rate mean-variance rule |
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