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math.PR2025
On convex order and supermodular order without finite mean
Benjamin Côté, Ruodu Wang
Many results on the convex order in the literature were stated for random variables with finite mean. For instance, a fundamental result in dependence modeling is that the sum of a…
math.PR2024
The reference interval in higher-order stochastic dominance
Ruodu Wang, Qinyu Wu
Given two random variables taking values in a bounded interval, we study whether one dominates the other in higher-order stochastic dominance depends on the reference interval in t…