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You are given the following empirical distribution: 3, 5, 6, 6, 6, 7, 7, 10. Let 1 be the value of in the standard deviation
You are given the following empirical distribution: 3, 5, 6, 6, 6, 7, 7, 10.
Let 1 be the value of in the standard deviation principle such that + 1 = VaR0.85. Let 2 be the value of in the principle of standard deviation such that + 2 = TVaR0.85 (L).
Calculate 2 1
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