Question: Prove that if distribution first order stochastically dominates distribution , then it must be that () () for all , where is some compact set

Prove that if distribution first order stochastically dominates distribution , then it must be

that () () for all , where is some compact set (Hint: you may find the

following part of definition of FOSD very useful: "... for every non-decreasing function ...", so you

can use any such function in your proof).

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