Since the path-breaking work of Rothschild and Stiglitz (1970, 1971), comparative statics theorems of economic choice under uncertainty have been accumulated as well as successful applications of theorems. To examine the effects of uncertainty on economic choice, these theorems took one of the following two approaches. The first approach changes a random variable with utility functions unchanged, and examines its effects on the optimal economic choice. The literature along this line of thought includes Rothschild and Stiglitz sufficiency conditions for comparative statics (1971), a theorem about a mean preserving introduction of risk in Kraus (1979), and theorems about some special type of mean preserving spread in Feder (1977). These theorems may be called comparative statics theorems of risk. The second approach, on the other hand, changes utility functions with a random variable unchanged, and investigates its effects. Examples taking this path are the theorems of increased risk aversion in Diamond and Stiglitz (1974) and in Baron (1973). These theorems may be called comparative statics theorems of risk aversion.