Stochastic Dominance

A distribution p2p_2 stochastically dominates distribution p2p_2 iff the Cumulative Distribution Function of p2p_2 strictly dominates that for p1p_1 for all tt

tp1(x)dxtp2(x)dx\int_t^{-\infty} p_1(x) d x \leq \int_t^{-\infty} p_2(x) d x

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