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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).
Complete the multiple regression model using Y and your combined X variables. State the equation. Next, make sure that you evaluate overall model performance with the Anova table
Application of the chi Square Test
objective of the testing stochastic regression
Agency revenues. An economic consultant was retained by a large employment agency in a metropolitan area to develop a regression model for predicting monthly agency revenues ( y ).
X 110 120 130 120 140 135 155 160 165 155 Y 12 18 20 15 25 30 35 20 25 10
Replacement times for TV sets are normally distributed with a mean of 8.2 years and a standard deviation of 1.1 years. Find the replacement time that separates the top 20% from the
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
the sum of mean and variance ofabinomia distribution of 5 trials is 9/5, find the binomial distribution.
Explain the characteristics of business forecasting.
A country''s national accounts are assumed to look as follows: GDP 1180 VAT and taxes 140 Commodity subsidies 60 Raw material and consumables 530 1. Calculate GVA 2. Calculate t
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