| 二阶随机占优的经验似然比试验(英) |
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| 引用本文： | 夏亚峰,张力远.二阶随机占优的经验似然比试验(英)[J].兰州大学学报(自然科学版),2004(1). |
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| 作者姓名： | 夏亚峰 张力远 |
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| 作者单位： | 兰州理工大学理学院 甘肃兰州730050
(夏亚峰)，兰州商学院基础科学系 甘肃兰州730020(张力远) |
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| 摘 要： | 对非参数试验;;基于两种不同样本经验似然法.研究了两种非负随机变量的二阶随机占优问题;;在经济学中对避免风险而进行经济因素的比较和经济要素的可靠性分析问题有实际的应用价值.
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| 关 键 词： | 经验似然法 非参数试验 二阶随机占优 |
Empirical likelihood ratio test for the second order stochastic dominance |
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| XIA Ya-feng,ZHANG Li-yuan.Empirical likelihood ratio test for the second order stochastic dominance[J].Journal of Lanzhou University(Natural Science),2004(1). |
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| Authors: | XIA Ya-feng ZHANG Li-yuan |
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| Institution: | XIA Ya-feng1,ZHANG Li-yuan2 |
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| Abstract: | Non-parametric testing procedures based upon the two-sample empirical likelihood method have been developed for testing two kinds of second order stochastic dominance between nonnegative random variables. The two tests presented are of interests both for the economist to compare random economic prospects for risk averting and for reliability analyst to make a di?erence between a new element and a used one. |
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| Keywords: | second order stochastic dominance empirical likelihood non-parametric test CLC number: O212 2 Document code: A AMS Subject Classi?cations(2000): 62N05 60E10 |
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