This preview shows pages 1–2. Sign up to view the full content.
This preview has intentionally blurred sections. Sign up to view the full version.
View Full Document
Unformatted text preview: In other words: E[(Xd) + ] = 0.5E[X] Determine d. 2. The random variable X is uniformly distributed between 20 and z. TVaR .80 (X) = 155. Determine k so that the standard deviation principle is also equal to 155....
View
Full
Document
This note was uploaded on 03/15/2012 for the course STAT 479 taught by Professor Na during the Spring '10 term at Purdue UniversityWest Lafayette.
 Spring '10
 NA

Click to edit the document details