You need to contact the authors of the articles to find out what
software package they used. Various public domain software is
available. Stochastic dominance was widely used during the 80's
and references are available in the ag. economics literature of that
period. The Southern Regional Risk group put out a project report every
year and Dr. Bruce McCarl of Texas A&M agricultural economics put out a
bibliography on disk of all the risk references available.
The problem with stochastic dominance is: What if there is not a
clearly dominant solution? What if the distributions (pdfs) cross at some
point? Bruce McCarl and Dave Bessler of Texas A&M Universities,
Department of Agricultural Economics have a software program that looks
at Risk Aversion Coefficients (RACS) and Break-Even Risk Aversion
Coefficients (BRACS), in the case where there is no clear dominance. In
other words, it looks at stochastic dominance with respect to a range of
risk preferences or risk aversion. Contact Dr. McCarl or Dr. Bessler and
they may send you a copy of the program. Also, they had several Ag.
Economics articles published on the subject. I also believe that Dr.
James Richardson of the same department developed a stochastic dominance
software package called STODOM(?). I don't know if any of these have
entered the commercial arena, maybe you can work out something with
them? Check out the U.S. Ag. Economics literature in any case.
Jim Novak, Extension Economist and Professor
Dept. of Ag. Economics & Rural Soc.
Rm 304 Comer
Auburn University, AL 36849