1. 

   CannonRee Member

   Hi,
   
   Theorem 6.8 begins: "Suppose that X ~ Ed(my, sigma, psi)"
   
   Any ideas what this distribution is?

    

   CannonRee, Aug 3, 2011

   #1
2. 

   Simon James ActEd Tutor Staff Member

   Not obvious is it! The clue is in the title of Theorem 6.8 - elliptical risk factors The E refers to the set of Elliptical distributions as described on page 93 (such as the Normal). Note the d is a subscript.

    

   Simon James, Aug 5, 2011

   #2

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