RVCompare

A framework with tools to compare two random variables via stochastic dominance. See the README.md at for a quick start guide. It can compute the Cp and Cd of two probability distributions and the Cumulative Difference Plot as explained in E. Arza (2022) doi:10.1080/10618600.2022.2084405. Uses bootstrap or DKW-bounds to compute the confidence bands of the cumulative distributions. These two methods are described in B. Efron. (1979) doi:10.1214/aos/1176344552 and P. Massart (1990) doi:10.1214/aop/1176990746.