
doi: 10.1007/bf01918331
Two partial ordering relations (called dominance principles and interpreted as preference relations) may be defined on the class of all real valued random variablesX: (I)X1≻X0 if there exists an expanding functionf such thatf(X0) has the same distribution asX1. (II)X1≻X0 ifF1 (x)≤F0 (x),F1,F0 being the distribution functions ofX1,X0. Both principles, though not equivalent in general, induce the same partial ordering on the class of random variables having a continuous distribution function.
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