Question: X exponential(1) with pdf fX(t) = e t , t 0, and Y gamma(2, 1) with pdf fY (t) = tet , t 0. Show

X exponential(1) with pdf fX(t) = e t , t 0, and Y gamma(2, 1) with pdf fY (t) = tet , t 0. Show that their cumulative distribution functions satisfy FX(t) FY (t) for all real t. [This makes Y stochastically larger than X.]

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