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Let F1 and F2 be two c.d.f.'s on R. Show that F1(x) ≤ F2(x) for all x if and only if ∫ g(x)dF2(x) ≤ ∫g(x)dF1(x) for any nondecreasing function g. 

Statistics and Probability, Statistics

  • Category:- Statistics and Probability
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