X is a mixture of an exponential distribution with mean 50 and weight 40%, and a...
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X is a mixture of an exponential distribution with mean 50 and weight 40%, and a single-parameter Pareto distribution with a = 3 and 0. It is known that VaRo.95 (X) = 141.5751. Calculate TVaR0.95 (X). A B C D E 185 191 198 203 206 X is a mixture of an exponential distribution with mean 50 and weight 40%, and a single-parameter Pareto distribution with a = 3 and 0. It is known that VaRo.95 (X) = 141.5751. Calculate TVaR0.95 (X). A B C D E 185 191 198 203 206
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Statistics For Engineering And The Sciences
ISBN: 9781498728850
6th Edition
Authors: William M. Mendenhall, Terry L. Sincich
Posted Date:
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