Preprint 85/2018

Antisymmetry of the stochastic order on all metric spaces

Tobias Fritz

Contact the author: Please use for correspondence this email.
Submission date: 04. Oct. 2018
Pages: 6
Bibtex
MSC-Numbers: 60E15, 28C15
Keywords and phrases: stochastic order, stochastic dominance
Link to arXiv:See the arXiv entry of this preprint.

Abstract:
In this short note, we prove that the stochastic order of Radon probability measures on any metric space is antisymmetric.

23.10.2018, 14:05