Let r.v.s X 1 and X 2 be both -distributed with a common scale parameter a and
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Let r.v.’s X1 and X2 be both Γ-distributed with a common scale parameter a and “essential” parameters ν1 and ν2; ν1 > ν2. Show that X1 dominates X2 in the sense of the FSD. Can we claim that P(X1 ≥ X2) = 1? (Advice: To answer the second question, we may assume X1 and X2 to be independent.)
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