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The investor has constant wealth 1 and is o?ered to invest in shares of a project that either gains 3=2 or loses 1 with equal probabilities. Therefore, if the investor obtains shares of this project his wealth is 1+3α = 2 with probability 1/2 and 1 - α with probability 1/2. The investor is an expected utility maximizer with utility index u(z) = ln z. What is the optimal α for this investor? ( α must be between 0 and 1).
For each of the following situations choose the statistical model that you find to be the most appropriate. Justify your choice. a) We are interested in assessing the effects of
In recent years a number of calculators are available for doing statistical calculations over and above the usual addition, subtraction, multiplication and division. The fx-82 mode
Root Mean Square Deviation The standard deviation is also called the ROOT MEAN SQUARE DEVIATION. This is because it is the ROOT (Step 4) of the MEAN (Step 3) o
JAR 21 SUPPLEMENTAL TYPE CERTIFICATION JAR 21 Part E introduces the need for Supplemental Type Certification when a manufacturer wishes to make major changes to the Type Desig
calcation
applications of normal probability distribution
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Suppose that before the minimum wage law change, the underlying mean number of part-time employees per Burger King Restaurant in New Jersey was 20.3. It was thought that the increa
The Neatee Eatee Hamburger Joint specializes in soyabean burgers. Customers arrive according to the following inter - arrival times between 11.00 am and 2.00 pm: Interval-arrival
You are a business analyst working for a company called Combined Computers Pty Ltd. You have been asked to prepare a business report with statistics in it for the managing director
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