For a random variable X having an exponential distribution, you are giv VaR,(X)= 2630 TVAR (X) = 3380
For a random variable X having an exponential distribution, you are giv VaR,(X)= 2630 TVAR (X) = 3380
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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Transcribed Image Text:For a random variable X having an exponential distribution, you are given
• VaR,(X) = 2630
• TVAR,(X)= 3380
||
Determine p.
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