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SOLVED:(5 marks) For 2 random variables X and Y with distribution functions F and G, respec- tively, we say that X is stochastically dominated by Y if Flt) > G(t) for all t € R. Let X1, X2, be a sequence of random variables such that Xn has a Gamma distribution with parameters n and A, for some given A > 0. Let Fn denote the distribution function of Xn= Compute Fn(t) Fnti(t) for t > 0 and show that Xn is stochastically dominated by Xn l for all n .
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