Journal of Political Economy 128, 1877–1900

Stochastic dominance un der independent noise · 1900 · DOI 10.1086/705555

1 Pith paper cite this work. Polarity classification is still indexing.

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math.PR · 2024-11-22 · conditional · novelty 6.0

Subadditivity of the distribution of 1/X is sufficient for X to be stochastically dominated by any convex combination of its independent copies.

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Convex combinations of random variables stochastically dominate the parent for a new class of heavy-tailed distributions math.PR · 2024-11-22 · conditional · none · ref 2020
Subadditivity of the distribution of 1/X is sufficient for X to be stochastically dominated by any convex combination of its independent copies.