Unformatted text preview: curities
has a lower standard deviation of percentage return than investing 2million in the first
security. MindExpanding Exercises
594 By the independence, P( X 1 ∈ A1 , X 2 ∈ A2 ,..., X p ∈ A p ) = ∫ ∫ ... ∫ A1 A2 f X 1 ( x1 ) f X 2 ( x 2 )... f X p ( x p )dx1 dx 2 ...dx p Ap ⎤
⎡
⎤⎡
⎤⎡
= ⎢ ∫ f X 1 ( x1 )dx1 ⎥ ⎢ ∫ f X 2 ( x 2 )dx 2 ⎥...⎢ ∫ f X p ( x p )dx p ⎥
⎥
⎢ A1
⎥ ⎢ A2
⎥ ⎢ Ap
⎣
⎦⎣
⎦⎣
⎦
= P( X 1 ∈ A1 ) P( X 2 ∈ A2 )...P( X p ∈ A p )
595 E...
View
Full
Document
This document was uploaded on 02/09/2014.
 Spring '14

Click to edit the document details