RSD
Compares Random Distributions using Stochastic Dominance
Description
The Stochastic Dominance (SD) is the classical way of comparing two random prospects, using their distribution functions. Almost Stochastic Dominance (ASD) has also been developed to cover the SD failures due to the extreme utility functions. This package focuses on classical and heuristic methods for testing the first and second SD and ASD methods given the probability mass function (PMF) of the random prospects. The goal is to apply these methods easily, efficiently, and effectively on real-world datasets. For more details see Hanoch and Levy (1969) <doi:10.2307/2296431>, Leshno and Levy (2002) <doi:10.1287/mnsc.48.8.1074.169>, and Tzeng et al. (2012) <doi:10.1287/mnsc.1120.1616>.
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