11 Evaluate Pr1aX a2 for the Cauchy distribution with x0 1, and a scale parameter l 2, by (a) Trapezoidal rule with n 30 (b) Simpsons rule with n 30 (c) Evaluate the error in each approximation ...

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11. Evaluate Pr1aX a2 for the Cauchy distribution with x0 1, and a scale parameter l...

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11. Evaluate Pr½1aX a2 for the Cauchy distribution with x0 ¼ 1, and a scale parameter l ¼ 2, by:

(a) Trapezoidal rule with n ¼ 30

(b) Simpson’s rule with n ¼ 30

(c) Evaluate the error in each approximation

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Introduction To Quantitative Finance A Math Tool Kit

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11. Evaluate Pr1aX a2 for the Cauchy distribution with x0 1, and a scale parameter l...

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Introduction To Quantitative Finance A Math Tool Kit

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