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?
MATLAB: An Introduction with Applications
6th Edition
ISBN:9781119256830
Author:Amos Gilat
Publisher:Amos Gilat
Chapter1: Starting With Matlab
Section: Chapter Questions
Problem 1P
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