Extension of stochastic dominance theory to random variables.
Chi-Kwong LiWing-Keung WongPublished in: RAIRO Oper. Res. (1999)
Keyphrases
- random variables
- stochastic dominance
- fuzzy random variables
- probability distribution
- graphical models
- stochastic optimization problems
- conditional independence
- joint distribution
- latent variables
- bayesian networks
- normal distribution
- distribution function
- conditional probabilities
- conditional distributions
- marginal distributions
- directed acyclic graph
- independent and identically distributed
- conditional distribution
- statistically independent
- conditionally independent
- random vectors