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- reaverprog
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Tail Var and Var
Hi;Please help me with the problem below.For a random variable X and a in [0,1], denote V_a the percentile a of X and TV_a = E(X| X > Va)1/ Give the formula for V_a and TV_a for a normal variable X. Show that : TV_a/V_a -> 1 when a -> 12/ For X a Student's t distribution degree n. Show that : TV_a/V_a -> n/(n-1) when a-> 1Thanks