The cultivation of wheat in Saudi Arabia has been claimed to be resource depletable. Huge amounts of high quality inputs, especially water, seeds, and nitrogen fertilizers, have been applied to the sandy Saudi soils to increase productivity. However, the economic feasibility of wheat production has been totally neglected, mainly for political reasons. Classical production functions analysis has not yielded significant conclusions regarding the use of inputs. A 3-year experiment on an educational farm with a soil type representative of the agricultural soil in Saudi Arabia, yielded some interesting results concerning the use of inputs. The findings were obtained through the stochastic dominance efficiency criterion which assessed the efficient levels of seeds, water, and nitrogen fertilizers in wheat cultivation when production risk was considered.