Show that a normal random variable is stochastically increasing in its mean. That is, with N(,) being

Show that a normal random variable is stochastically increasing in its mean.

That is, with N(μ,σ) being a normal random variable with mean μ and variance

σ2, show that N(μ1,σ) ≥st N(μ2,σ) when μ1 >μ2.