Consider a mixture distribution Z, where Fz(2) = wiFx(2) + w2Fy (z). E[X] = 5 Var|X= 20 • EY = 6 • VarlY]= 20 Calculate the value of wi that maximizes the variance of the mixture distribution, Var[Z. A 0.50 B 0.55 0.60 0.65 E 0.70

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