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If the economy does well, the investor's wealth is 2 and if the economy does poorly the investor's wealth is 1. Both outcomes are equally likely. The investor is offered to invest in shares of a project that gains 3=2 if the economy does well and loses 1 if the economy does poorly. Therefore, if the investor obtains α shares of this project his wealth is 2 + 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).
how can i use continuous frailty in multi state models?
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The data in the data frame asset are from Myers (1990), \Classical and Modern Regression with Applications (Second Edition)," Duxbury. The response y here is rm return on assets f
Consider the following game: (a) If (top, left) is a Weakly Dominant Strategy Equilibrium, then what inequalities must hold among (a, ..., h)? (b) If (top, left) is a Na
Difference between Correlation and Regression Analysis 1. Degree and Nature of Relationship: Coefficient of correlation measures the degree of covariance between two vari
1. Assume the random vector (Trunk Space, Length, Turning diameter) of Japanese car is normally distributed and the unbiased estimators for its mean and variance are the truth. For
Flow Chart for Confidence Interval We can now prepare a flow chart for estimating a confidence interval for μ, the population parameter. Figure
Classification of Universe The universe may be classified either on the basis of number of units and on the basis of existence of units as is clear from the following chart :
# I have to make assignment on vital statistics so kindly guide me how to make and get good marks
Admissibility A very common concept which is applicable to any procedure of the statistical inference. The underlying notion is that the procedure/method is admissible if and o
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