The T-X family is a recent method for generating distributions by composing probability distributions and quantile functions. Such an approach makes it possible to obtain a large number of flexible families of parametric distributions, new or already existing, most of which are typically used to model phenomena in different areas, such as economics and finance. We present a general method to derive sufficient conditions for the second-order stochastic dominance, within T-X families of distributions.

(2018). Stochastic Dominance for Generalized Parametric Families . Retrieved from http://hdl.handle.net/10446/134380

Stochastic Dominance for Generalized Parametric Families

Lando, Tommaso;Bertoli-Barsotti, Lucio
2018-01-01

Abstract

The T-X family is a recent method for generating distributions by composing probability distributions and quantile functions. Such an approach makes it possible to obtain a large number of flexible families of parametric distributions, new or already existing, most of which are typically used to model phenomena in different areas, such as economics and finance. We present a general method to derive sufficient conditions for the second-order stochastic dominance, within T-X families of distributions.
2018
Lando, Tommaso; BERTOLI BARSOTTI, Lucio
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/10446/134380
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