{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,9,19]],"date-time":"2026-09-19T15:09:28Z","timestamp":1789830568367,"version":"4.0.1"},"reference-count":19,"publisher":"Cambridge University Press (CUP)","issue":"5","license":[{"start":{"date-parts":[[2009,2,11]],"date-time":"2009-02-11T00:00:00Z","timestamp":1234310400000},"content-version":"unspecified","delay-in-days":5186,"URL":"https:\/\/www.cambridge.org\/core\/terms"}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["Econom. Theory"],"published-print":{"date-parts":[[1994,12]]},"abstract":"A distribution function F<\/jats:italic> is said to stochastically dominate another distribution function G<\/jats:italic> in the second-order sense if , for all x<\/jats:italic>. Second-order stochastic dominance plays an important role in economics, finance, and accounting. Here a statistical test has been constructed to test , for some x<\/jats:italic> \u2208 [a<\/jats:italic>, b<\/jats:italic>], against the hypothesis , for all x<\/jats:italic> \u2208 [a<\/jats:italic>, b<\/jats:italic>], where a<\/jats:italic> and b<\/jats:italic> are any two real numbers. The test has been shown to be consistent and has an upper bound \u03b1 on the asymptotic size. The test is expected to have usefulness for comparison of random prospects for risk averters.<\/jats:p>","DOI":"10.1017\/s0266466600008884","type":"journal-article","created":{"date-parts":[[2009,3,10]],"date-time":"2009-03-10T15:41:18Z","timestamp":1236699678000},"page":"849-866","source":"Crossref","is-referenced-by-count":135,"title":["Testing for Second-Order Stochastic Dominance of Two Distributions"],"prefix":"10.1017","volume":"10","author":[{"given":"Amarjot","family":"Kaur","sequence":"first","affiliation":[],"role":[{"vocabulary":"crossref","role":"author"}]},{"given":"B.L.S.","family":"Prakasa Rao","sequence":"additional","affiliation":[],"role":[{"vocabulary":"crossref","role":"author"}]},{"given":"Harshinder","family":"Singh","sequence":"additional","affiliation":[],"role":[{"vocabulary":"crossref","role":"author"}]}],"member":"56","published-online":{"date-parts":[[2009,2,11]]},"reference":[{"key":"S0266466600008884_ref009","doi-asserted-by":"publisher","DOI":"10.1080\/03610928508828956"},{"key":"S0266466600008884_ref019","volume-title":"Stochastic Dominance, an Approach to Decision Making Under Risk","author":"Whitmore","year":"1978"},{"key":"S0266466600008884_ref012","doi-asserted-by":"publisher","DOI":"10.1016\/0022-0531(71)90024-X"},{"key":"S0266466600008884_ref011","first-page":"25","article-title":"Rules for ordering uncertain prospects","volume":"59","author":"Hadar","year":"1969","journal-title":"American Economic Review"},{"key":"S0266466600008884_ref008","unstructured":"8 Deshpande J.V. & Singh S.P. . Ordering probability distributions in the context of economics. Proceedings of the Third Annual Conference of the Indian Society of Probability Theory and Its Applications Delhi, 1981."},{"key":"S0266466600008884_ref007","volume-title":"Strong Approximations in Probability and Statistics","author":"Csorgo","year":"1981"},{"key":"S0266466600008884_ref006","volume-title":"A Course in Probability Theory","author":"Chung","year":"1968"},{"key":"S0266466600008884_ref014","volume-title":"Studies in Economics of Uncertainty","author":"McFadden","year":"1989"},{"key":"S0266466600008884_ref005","volume-title":"Convergence of Probability Measures","author":"Billingsley","year":"1968"},{"key":"S0266466600008884_ref016","doi-asserted-by":"publisher","DOI":"10.2307\/2329749"},{"key":"S0266466600008884_ref004","doi-asserted-by":"publisher","DOI":"10.1080\/01621459.1984.10477079"},{"key":"S0266466600008884_ref001","doi-asserted-by":"publisher","DOI":"10.1016\/0304-405X(75)90025-2"},{"key":"S0266466600008884_ref010","first-page":"233","article-title":"On a theory of intersection-union tests","volume":"2","author":"Gleser","year":"1973","journal-title":"Institute of Mathematical Statistics, Bulletin"},{"key":"S0266466600008884_ref003","doi-asserted-by":"publisher","DOI":"10.2307\/2531899"},{"key":"S0266466600008884_ref017","volume-title":"Some Aspects of Multivariate Analysis","author":"Roy","year":"1957"},{"key":"S0266466600008884_ref002","doi-asserted-by":"publisher","DOI":"10.1287\/mnsc.25.7.609"},{"key":"S0266466600008884_ref015","doi-asserted-by":"crossref","unstructured":"15 McFadden D. , Klecan L. & McFadden R. . A robust test for stochastic dominance. Preprint, 1990.","DOI":"10.1007\/978-1-4613-8922-4_7"},{"key":"S0266466600008884_ref018","doi-asserted-by":"publisher","DOI":"10.2307\/2297326"},{"key":"S0266466600008884_ref013","doi-asserted-by":"publisher","DOI":"10.2307\/2296431"}],"container-title":["Econometric Theory"],"original-title":[],"language":"en","link":[{"URL":"https:\/\/www.cambridge.org\/core\/services\/aop-cambridge-core\/content\/view\/S0266466600008884","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2019,5,14]],"date-time":"2019-05-14T23:58:02Z","timestamp":1557878282000},"score":1,"resource":{"primary":{"URL":"https:\/\/www.cambridge.org\/core\/product\/identifier\/S0266466600008884\/type\/journal_article"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[1994,12]]},"references-count":19,"journal-issue":{"issue":"5","published-print":{"date-parts":[[1994,12]]}},"alternative-id":["S0266466600008884"],"URL":"https:\/\/doi.org\/10.1017\/s0266466600008884","relation":{},"ISSN":["0266-4666","1469-4360"],"issn-type":[{"value":"0266-4666","type":"print"},{"value":"1469-4360","type":"electronic"}],"subject":[],"published":{"date-parts":[[1994,12]]}}}