Kolmogorov-Smirnov Tests For Distribution Function Similarity With Applications To Portfolios of Common Stock
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https://www.nber.org/papers/t0076
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资源简介:
If the elements of the choice set in a decision model involving randomness are not arbitrary, but restricted appropriately, an expected utility ordering of them can be represented by a mean standard deviation ranking function. These restrictions can apply to the form of, or can specify relationships
在包含随机性(randomness)的决策模型(decision model)中,若选择集(choice set)内的元素并非任意设定,而是经过适当约束,则其对应的期望效用(expected utility)序可通过均值-标准差排序函数(mean standard deviation ranking function)进行表征。此类约束既可作用于元素的形式,亦可用于指定相关关系。
提供机构:
美国国家经济研究局
创建时间:
1989-03-01



