exercise:0010e69332: Difference between revisions

From Stochiki
(Created page with "Suppose the loss has a continuous cumulative distribution function <math>F(x)</math> with the following values: {| class="table" |- ! F(0) !! F(250) !! F(500) !! F(800) !!F(1...")
 
No edit summary
 
(4 intermediate revisions by the same user not shown)
Line 8: Line 8:
|}
|}


If <math>P</math> denotes the payment, determine the 25<sup>th</sup> percentile of <math>P^{-1}</math>.
If <math>P</math> denotes a non-zero loss, determine the 25<sup>th</sup> percentile of <math>P^{-1}</math>.
 
<ul class="mw-excansopts">
<ol style="list-style-type:upper-alpha">
<li>800</li>
<li>800</li>
<li>1/800</li>
<li>1/800</li>
Line 16: Line 15:
<li>1/250</li>
<li>1/250</li>
<li>1/1000 </li>
<li>1/1000 </li>
</ol>
</ul>

Latest revision as of 02:02, 3 July 2024

Suppose the loss has a continuous cumulative distribution function [math]F(x)[/math] with the following values:

F(0) F(250) F(500) F(800) F(1000) F(1500) F(2000)
0.25 0.4375 0.5 0.75 0.8125 0.9 1

If [math]P[/math] denotes a non-zero loss, determine the 25th percentile of [math]P^{-1}[/math].

  • 800
  • 1/800
  • 250
  • 1/250
  • 1/1000