Prove that, if two random variables (tilde{x}_{1}) and (tilde{x}_{2}) are normally distributed and have the same mean

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Prove that, if two random variables \(\tilde{x}_{1}\) and \(\tilde{x}_{2}\) are normally distributed and have the same mean \(\mu\), then \(\tilde{x}_{1} \succeq_{\text {SSD }} \tilde{x}_{2}\) if and only if \(\sigma^{2}\left(\tilde{x}_{1}\right) \leq \sigma^{2}\left(\tilde{x}_{2}\right)\).

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