Repeat Example 13.38(b) using a numerical integration approach. You should use Simpsons rule of order 6. Example
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Repeat Example 13.38(b) using a numerical integration approach. You should use Simpson’s rule of order 6.
Example 13.38(b)
Given that, Φ (0.50) = 0.69146 and Φ(1.00) = 0.84134 and X ∼ N(0, 1), determine the following probabilities.
b. P(−1 < X < 0.50)
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Related Book For
Introduction To Actuarial And Financial Mathematical Methods
ISBN: 9780128001561
1st Edition
Authors: Stephen Garrett
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