Article1996

Nonparametric Tests of Stochastic Dominance in Income Distributions

374 citations0/0 files storedEconometrica

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Income, Poverty, and Inequality Probability and Statistical Research Statistical Distribution Estimation and Applications

Abstract

A class of tests for first, second, and third order stochastic dominance, together with modifications to the Pearson goodness of fit test are proposed for the nonparametric comparison of income distributions. They are implemented and compared with tests for generalised Lorenz dominance (which is the indirect test of second order stochastic dominance currently employed in income distribution studies) utilizing Canadian family income data. Copyright 1996 by The Econometric Society.

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References

1973On Economic Inequality 1993The Distribution and Redistribution of Income: A Mathematical Analysis

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