Revisiting Independence and Stochastic Dominance for Compound Lotteries

DOI10.2202/1935-1704.1444MaRDI QIDQ3398216zbMATH OpenOpenAlexFDO

Authors Alexander Zimper

Publication date 26 September 2009

Published in The B.E. Journal of Theoretical Economics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2202/1935-1704.1444

Mathematics Subject Classification ID

Probabilistic games; gambling (91A60) Decision theory (91B06)

Recommendations

• On stochastic dominance and the strong law of large numbers for dependent random variables
• An ordering of dependence for distribution ofK-tuples, with applications to lotto games
• A stochastic dominance property common to the boy-or-girl paradox and the lottery
• On game-theoretic characterisation of stochastic independence
• Stochastic dominance with nonadditive probabilities
• A note on second-order stochastic dominance for linear combinations of dependent Bernoulli random variables
• The assessment of large compounds of independent gambles
• Stochastic Dominance and Moment Inequalities
• On stochastic independence under ambiguity

Cited in

(4)

• The effect of social homogeneity on coincidence probabilities for pairwise proportional lottery and simple majority rules
• ``Drawings since hit tables in lotteries and a new multivariate geometric distribution
• A note on ex-ante stable lotteries
• The sure-thing principle

This page was built for publication: Revisiting Independence and Stochastic Dominance for Compound Lotteries

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3398216)