Prove that, if two random variables (tilde{x}_{1}) and (tilde{x}_{2}) are normally distributed and have the same mean
Question:
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 \(\sigma^{2}\left(\tilde{x}_{1}\right) \leq \sigma^{2}\left(\tilde{x}_{2}\right)\).
Fantastic news! We've Found the answer you've been seeking!
Step by Step Answer:
Related Book For
Financial Markets Theory Equilibrium Efficiency And Information
ISBN: 9781447174042
2nd Edition
Authors: Emilio Barucci, Claudio Fontana
Question Posted: