A cdf FX is stochastically greater than a cdf FY if Fx(t) FY(t) for all t
Question:
P(X > t) ≥ P(Y > t) for every t
and
P(X > t) > P(Y > t) for some t,
that is, X tends to be bigger than Y.
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For every t F X t FY t Thus we have PX ...View the full answer
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