My question is: take two random variables $X$ and $Y$. Does it hold that $$P(X<Y)=P(f(X)<f(Y))$$ For a monotonia funcion $f$ such as the exponential?
Thank you!
My question is: take two random variables $X$ and $Y$. Does it hold that $$P(X<Y)=P(f(X)<f(Y))$$ For a monotonia funcion $f$ such as the exponential?
Thank you!
True or any strictly increasing function $f$, in particular for the exponential function.