# Optimization : Comparing two probability distributions.

F and G are cumulative probability distributions with identical support. G first order stochastically dominates F, i.e., for every X on the support, F(x) > G(x). Prove (or disprove) the proposition that argmax [X(1-G(X))] > argmax [X(1-F(X))], where argmax is the value of x that maximizes the expression in brackets.

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