exponential-distribution
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Exponential Distribution GARP vs. Wiki
Hello I am a little bit confused with regards to the formulas for the exponential distribution incl: -moments -PDF / CDF -VaR / ES In GARP materials (book2, p. 39) the exponential is described with a mean of: E[Y] = b wheras wikipedia and also BT says: E[Y] = 1/lambda Same holds for other...- OHe1274
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- exponential-distribution
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- Forum: P1.T2. Quantitative Analysis