a-B'X E(yiy;>a)=B'Xi+o(a;) Q;= O @E(yi yi>a) 001 -B+ol OXi =B+o-g,。男》 =B(1-入日+a4) =B(1-6(c:) yy>a=E(y>)+4,=B'X;+o(C)+4 ar(4,)=o2(1-+,a)=o2(1-d)E yi yi a i (  ) = X + ( ) i   y y a E y y a u u i i  = i i  + i = i i ( ) Xi + ( ) +    i i − X =                   E y y a d d i i i i i i i i i i ( ) ( ) ( ) ( ( ))  = +       = + −  −      = − + = − Xi Xi i 2 i      2 1 1 Var ui i i i i ( ) =  ( −  +   ) =  ( − ) 2 2 2 1 1