Consider a position V, such that changes in value DV are uniformly distributed in the interval (-80,
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Question:
Consider a position V, such that changes in value DV are uniformly distributed in the interval (-80, +80).
compute the value at risk for a confidence level of 95%.
Related Book For
Introduction to Data Mining
ISBN: 978-0321321367
1st edition
Authors: Pang Ning Tan, Michael Steinbach, Vipin Kumar
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