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MATLAB: An Introduction with Applications
6th Edition
ISBN:9781119256830
Author:Amos Gilat
Publisher:Amos Gilat
Chapter1: Starting With Matlab
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A1 Consider the Normal Power approximation
1. Show that if 0 <y<1, and Y ~ N(0,1), we have that
9.
3
P[Y + (Y? – 1) < 2] × ¢
z + 1
where is the CDF of the N(0,1) distribution.
2. Assume that the total claim S is compound Poisson distributed with parameter A = 12 and
uniform (0,1) distributed claims. Use the NP approximation to estimate P(S < 10).
Transcribed Image Text:1. Show that if 0 <y<1, and Y ~ N(0,1), we have that 9. 3 P[Y + (Y? – 1) < 2] × ¢ z + 1 where is the CDF of the N(0,1) distribution. 2. Assume that the total claim S is compound Poisson distributed with parameter A = 12 and uniform (0,1) distributed claims. Use the NP approximation to estimate P(S < 10).
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