Serving the Quantitative Finance Community
-
- sunnyseasons
- Posts: 0
- Joined:
Question of stochastic dominance
Hi, I got a question about the stochastic dominance, could you please give me some hints?Let f and g be the densities corresponding to F and G. Suppose that f(x)-g(x) is increasing in x. Does this imply that F first order stochastically dominates G? Thanks a lot in advance?