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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).
Coefficient of Variation or C.V. To compare the variability between or more series, coeffiecnt of variation is used, it is relative measure of dispersion, it innovated and used
1. Suppose you are estimating the imports (from both the U.S. mainland and foreign countries) of fuels and petroleum products in Hawaii (the dependent variable). The values of the
Regression line drawn as Y=C+1075x, when x was 2, and y was 239, given that y intercept was 11. calculate the residual
Jocko's Garage has been accused of insurance fraud. Data on estimates made by Jocko and another garage were obtained for 10 damaged vehicles (available in 'jockogarage.txt'). Here
Mid year population 440000 Late fatal death 29 No. of live birth 5200 No. of infant death 423 No. of maternal death 89 No. of infant deaths i
Properties of correlation
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In a three-cornered paint ball duel, A, B, and C successively take shots at each other until only one of them remains paint free. Once hit, a player is out of the game and gets no
Application of the chi Square Test
construction of control chart,n chart
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