Reference no: EM132292977

In this question, you will examine the chi-square and Student ís t distributions. On the same graph, plot the probability curves of chi-squared distributed random variables with 1, 2, 4 and 10 degrees of freedom. Use different colors and line styles for each curve. On the same graph, plot the probability curves of Student ís t distributed random variables with 1, 2, 4 and 10 degrees of freedom (d.f). Also include the probability curve for the standard normal distribution. Use different colors and line styles for each curve. Without doing any actual calculation, which one do you expect is greater (in absolute values) among the followings: 5% VaR of standard normal distribution Versus 5% VaR of t distribution with d.f 2