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Posted: **Wed May 11, 2022 8:34 am**

: 2 5 Points The Distribution Of A Loss Y Is The Following Mixture I With Probability 0 8 Y Has A Pareto Distribu 1 (45.23 KiB) Viewed 31 times

2. [5 points) The distribution of a loss, Y, is the following mixture: (i) With probability 0.8, Y has a Pareto distribution with a=3 and 0 = 100. (ii) With probability 0.2, Y has a Pareto distribution with a=4 and 0 = 3000. Calculate (a) P{y < 200}; (b) Var{Y}. مردم 44