Show that if the random variable U has df F, then the value of s that minimizes E [ρτ (U − s)] is s∗ such that F (s∗) = τ . Using the heart disease data in brown463.dat used by flyreg, compute the...

Show that if the random variable U has df F, then the value of s that minimizes E [ρτ (U − s)] is s∗ such that F (s∗) = τ .

Using the heart disease data in brown463.dat used by flyreg, compute the median regression coefficients using the linear programming code from Chapter 4.