Question
A spliced distribution is uniform between 0 and 4 and proportional to an exponential with mean 6 for X > 4.It is continuous at 4.Determine
A spliced distribution is uniform between 0 and 4 and proportional to an exponential with mean 6 for X > 4.It is continuous at 4.Determine the mean, median and variance of the spliced distribution
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An Introduction to the Mathematics of financial Derivatives
Authors: Salih N. Neftci
2nd Edition
978-0125153928, 9780080478647, 125153929, 978-0123846822
