Let two d.f.s, F 1 (x) and F 2 (x), be such that F 1 (x)

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Let two d.f.’s, F1(x) and F2(x), be such that F1(x) ≤ F2(x) for all x . This relation referred to as the first stochastic dominance (FSD) was already considered and interpreted. Show that we can construct a sample space and probability measure on it, and two r.v.’s, Xand X2 defined on this space, having the d.f. F1(x) and F2(x), respectively, and such that P(X1 ≥ X2) = 1. Is it true for any r.v.’s having the above d.f.’s?

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