Asymptotic stochastic dominance rules for sums of i.i.d. random variables.
Sergio OrtobelliTommaso LandoFilomena PetronioTomás TichýPublished in: J. Comput. Appl. Math. (2016)
Keyphrases
- random variables
- stochastic dominance
- graphical models
- probability distribution
- fuzzy random variables
- conditional independence
- bayesian networks
- latent variables
- directed acyclic graph
- distribution function
- independent and identically distributed
- conditional probability distributions
- conditional distributions
- stochastic optimization problems
- joint distribution
- statistically independent
- conditional distribution
- random vectors
- marginal distributions
- conditionally independent
- failure rate
- joint probability distribution
- probabilistic model