Let X ~ F where F(x) = 1 - c(k + x) , x 2 u, for some c > 0, K ER, 0 > 0 and u > 0. a) Show that, for all on and oz satisfying F(u) 1. Show that, for all on and a2 satisfying F(u) > 0? c) What is the mean excess function of the exponential distribution? W Consider a bivariate distribution function F with density f($1,12) = 0(0 + 1)(21 + 12 -1) (0+2), x1, 12 6 [1, 00), 0 > 0. a) Derive F. b) Derive the marginal distribution functions Fi, F2 of F. c) Compute the correlation coefficient p corresponding to F. What assumption must we make about 0 in order that p exists