Show that where p () is defined in (5.4.2). To prove the results in (5.4.6a,b,c), it
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Show that
where p∗(τ) is defined in (5.4.2). To prove the results in (5.4.6a,b,c), it suffices to consider the sign behavior of
Consider the following two cases (Dai, Kwok and Wu, 2004).
(a) For r ≤ 0, show that
(b) For r > 0, show that
hence deduce the results in (5.4.6b,c).
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