exercise:6268d0f2e2: Difference between revisions
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Determine the variance of the loss when a limit of <math>b</math> is applied. | Determine the variance of the loss when a limit of <math>b</math> is applied. | ||
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<li>25,276</li> | <li>25,276</li> | ||
<li>25,279</li> | <li>25,279</li> | ||
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<li>32,003</li> | <li>32,003</li> | ||
<li>32,103</li> | <li>32,103</li> | ||
</ | </ul> | ||
Revision as of 11:47, 18 March 2024
For a constant [math]b = 400[/math], you are given the following about a loss [math]L[/math]:
- [math]\operatorname{E}[L^2 \cdot 1_{L \leq b} ] = 3[/math]
- [math]\operatorname{E}[L \cdot 1_{L \leq b} ] = 2[/math]
- [math]\operatorname{P}(L \leq b) =0.8[/math]
Determine the variance of the loss when a limit of [math]b[/math] is applied.
- 25,276
- 25,279
- 25,603
- 32,003
- 32,103