mixture-distribution
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P1.T2.20.7. Common univariate random variables (student's t, F-distribution, mixture)
Distinguish the key properties and identify the common occurrences of the following distributions: Student’s t and F-distributions ... Describe a mixture distribution and explain the creation and characteristics of mixture distributions. Questions: 20.7.1. Let X = µ + σ*T be the generalized...- Nicole Seaman
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- f-distribution mixture-distribution students-t univariate-random-variables
- Replies: 0
- Forum: FRM® Practice Questions
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Miller Chapt. 4 - End of chapter question12
Hi, I am working on Chapt.4 end of chapter Q&A (which I now understand are not written by David! :)). I am slightly confused by the second portion of Q12 (p96 of study notes) -"what are the mean and standard deviation of a portfolio where the return is a 50/50 mixture distribution of A and B"...- FlorenceCC
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- miller-eoc-04-12 mixture-distribution
- Replies: 2
- Forum: P1.T2. Quantitative Methods (20%)