Hi,
   
  i have a problem quite similar to portfolio selection problem.
   
  i am trying to do a stochastic dominance test to rank these options using R,
  the criteria is 'the-higher-the-better' since the random variable is 'profit':
   
  Alt A ~ Normal (mean=10, stDev=2)
  Alt B ~ Normal (mean=8,stDev=4)
  Alt C ~ Uniform (a=8,b=12)
   
  the question is to order these alternatives according to the stochastic dominance rules, say Second-order Stochastic Dominance and Third-order Stochastic Dominance. Has anyone ever had this kind of problem and solved it using R?
   
  i am new in R as well as in finance field, i really appreciate your suggestion/ help with this problem.
   
  Thank you,
  hendry
  (i tried to ask to r-help list people, but it seems that i have an email sending problem since it fails)

		
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