X and Y are independent random variables. If P(X>u)>=P(Y>U) for all u, then P(X>Y)>=1/2
Thanks a lot
What my argument boils down to is that in the XY-plane, the 'weighted area' below the line Y = X is greater that the 'weighted area' above the line Y = X since :
Now use 1., 2., 3. and to show that .