Stochastic dominance based comparison for system selection

► We present two new first-order stochastic dominance ranking and selection procedures. ► The procedures include multi-hypothesis tests. ► The first procedure compares systems based on a strict first-order stochastic dominance rule. ► The second procedure compares systems based on an almost first-order stochastic dominance rule. ► The second procedure is specifically designed for the system pairs that are first-order nondominant.