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test for first order stochastic dominance

To: s-news@lists.biostat.wustl.edu
Subject: test for first order stochastic dominance
From: Pedram Sendi <psendi@swissonline.ch>
Date: Wed, 19 Feb 2003 18:31:05 +0100
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Dear all,

Does anybody know whether there is a way to test for first order stochastic dominance in s-plus? I have two distributions and I would like to test whether first order stochastic dominance is present. Of course, this can be done graphically by checking whether the cumulative distributions cross eachother, but I would be interested in a formal test to evaluate this.

Many thanks for your help!

Pedram



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