Consider the following normal mixture density: [f(x)=0.7 frac{1}{sqrt{2 pi 9}} e^{-frac{(x-2)^{2}}{18}}+0.3 frac{1}{sqrt{2 pi 4}} e^{-frac{(x+1)^{2}}{8}}]
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Consider the following normal mixture density:
\[f(x)=0.7 \frac{1}{\sqrt{2 \pi 9}} e^{-\frac{(x-2)^{2}}{18}}+0.3 \frac{1}{\sqrt{2 \pi 4}} e^{-\frac{(x+1)^{2}}{8}}\]
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Related Book For
Quantitative Finance
ISBN: 9781118629956
1st Edition
Authors: Maria Cristina Mariani, Ionut Florescu
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