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Expected Value and First Order Stochastic Dominance 
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#1
Feb413, 03:21 PM

P: 2

Dear All:
Given two random variables X and Y, if I have established the relationship E[X]>=E[Y], does this necessarily imply that X must have a firstorderstochastic dominance over Y? I know that first order stochastic dominance implies that the mean value of the dominating random variable be greater than the other variable but I am trying to find out whether the reverse must hold. Thanks in advance. Regards. 


#2
Feb413, 03:30 PM

Sci Advisor
P: 6,080




#3
Feb413, 03:46 PM

P: 2

Great! Thanks a lot. That's what I guessed too but just wanted to make sure. I appreciate your fast reply.



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