A Note on Application of SD Rules to the Selection of Parameter Estimators
Management Science · 1995 · Volume 41 · Issue 8
Abstract
This note corrects an error in Levy (Levy, H. 1992. Stochastic dominance and expected utility: Survey and analysis. Management Sci. 38 555–592.) and Ben Horim and Levy (Ben Horim, M., H. Levy. 1982. Evaluating estimators using stochastic dominance rules: The variance of a normal distribution. Comm. Statist.-Theory, Meth. 11 (9) 1071–1076.).
Keywords
stochastic dominance application, statistical decisions, utility, preference theory
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