In this paper we show that under appropriate moment conditions, the supermodular ordered random vectors X = (X1, X2, ... , Xn) and Y = (Y1, Y2, ... ,Yn) with equal expected utilities (or distorted expectations) of the sums X1 + X2 + ... + Xn and Y1 + Y2 + ... + Yn for an appropriate utility (or...

In this paper we show that under appropriate moment conditions, two supermodular ordered random vectors with equal expected utilities (or distorted expectations) of the sums for an appropriate utility (or distortion) function, must necessarily be equal in distribution. The results in this paper...