
#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: 5,935





#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.



Register to reply 
Related Discussions  
Matter dominance  Cosmology  1  
Stochastic Processes, Poisson Process  Expected value of a sum of functions.  Calculus & Beyond Homework  2  
Order Statistics, Unbiasedness, and Expected Values  Calculus & Beyond Homework  2  
Incomplete Dominance and Codominance  Biology  1  
Expected value of a third order statistic?  Calculus & Beyond Homework  1 