For the mixture of normals distribution show (a) R 1 1 f (x)dx 1 (b) F (x) PM m1 pm x m m (c) E X PM m1 pmm (d) E X2 PM m1 pm 2 m 2 m ...

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For the mixture of normals distribution show (a) R 1 1 f (x)dx 1. (b) F

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For the mixture of normals distribution show

(a)

R 1

¡1 f (x)dx Æ 1.

(b) F (x) Æ

PM mÆ1 pm©

x ¡¹m

¾m

(c) E[X] Æ

PM mÆ1 pm¹m.

(d) E

X2¤

PM mÆ1 pm

¾2 m Å¹2 m

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Probability And Statistics For Economists

ISBN: 9780691235943

1st Edition

Authors: Bruce Hansen

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Question Posted: Sep 23, 2024 07:00 AM

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For the mixture of normals distribution show (a) R 1 1 f (x)dx 1. (b) F (x) PM m1 pm x m m . (c) E[X] PM m1 pmm. (d) E X2 PM m1 pm 2 m 2 m .
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For the mixture of normals distribution show (a) R 1 1 f (x)dx 1. (b) F

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Probability And Statistics For Economists

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