4. A random variable X has distribution function F(x)=1. random variable Y has distribution function F(y)=1 1 1+x² (リ 1+ y .A a. What is the value of y for the limiting Generalized Pareto Distribution for each random variable? b. What is the hazard rate for each random variable? Does this suggest tails that are heavier or lighter than an exponential distribution? c. Find the limiting density ration of X to Y. Which distribution has the heavier tail by this measure?

4. A random variable X has distribution function F(x)=1. random variable Y has distribution function F(y)=1 1 1+x² (リ 1+ y .A a. What is the value of y for the limiting Generalized Pareto Distribution for each random variable? b. What is the hazard rate for each random variable? Does this suggest tails that are heavier or lighter than an exponential distribution? c. Find the limiting density ration of X to Y. Which distribution has the heavier tail by this measure?

Glencoe Algebra 1, Student Edition, 9780079039897, 0079039898, 2018

18th Edition

ISBN:9780079039897

Author:Carter

Publisher:Carter

Chapter10: Statistics

Section10.1: Measures Of Center

Problem 9PPS

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