A remark on third degree stochastic dominance

A remark on third degree stochastic dominance

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Article ID: iaor20012091
Country: United States
Volume: 46
Issue: 6
Start Page Number: 870
End Page Number: 873
Publication Date: Jun 2000
Journal: Management Science
Authors:
Keywords: statistics: distributions
Abstract:

This note presents two counterexamples to illustrate that neither implication of Theorem 4 of Levy is correct.

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