For a Pareto distribution with a = 3 and 0, the absolute difference between the VaRo.90 and the VaRo.99 is 497.431.Determine the absolute difference between the TVaRo.9o and the TVaRo.9-A497.43B663.24746.15994.86E870.50

Given distribution: Pareto distribution α=3 and θ For Pareto distribution, VaRp=θ1-p1α-θ…

Answered: For a Pareto distribution with a= 3 and…

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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For a Pareto distribution with a= 3 and 0, the absolute difference between the VaRo.00 and the Va Determine the absolute difference between the TVAR0.90 and the TVaRo.99- A 497.43 663.24