The Harmonic Mean and Other Necessary Conditions for Stochastic Dominance

  • Author(s): WILLIAM H. JEAN
  • Published: Apr 30, 2012
  • Pages: 527-534
  • DOI: 10.1111/j.1540-6261.1984.tb02325.x

ABSTRACT

In this paper a systematic procedure is developed to determine necessary conditions for all degrees of stochastic dominance. The previously known necessary conditions are specified as to which degrees of dominance they belong, and two new necessary conditions, a ranking of harmonic means and a ranking of algebraic combinations of the first three moments, are derived.

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