(1 point) For each probability expression, find the unknown
?z-value(s). Unless directed otherwise, use three
decimals in your answers.
(a) ?(?≤?0)=0.87 Find ?0
?0=
(b) ?(?≤?0)=0.17 Find ?0
?0=
(c) ?(?≥?0)=0.3 Find ?0
?0=
(c) ?(?0≤?≤0.11)=0.4717P Find ?0
?0
(use two decimals)
In: Statistics and Probability
Suppose X, Y, and Z are independent Gaussian random variables with σx = 0.2, σy = 0.3, σz = 1, μx=3.0, μy=7.7, and μz = 0 Determine the following:
(a) The joint PDF of X, Y, and Z
(b) Pr( (7.6<Y<7.8) | (X<3, Z<0)
c) The Correlation matrix and covariance matrix of X, Y, and Z
In: Statistics and Probability
Ms. Maple is considering two securities, A and B, and the relevant information is given below:
|
State of the economy |
Probability |
Return on A(%) |
Return on B(%) |
|
Bear |
0.3 |
-2 |
0.5 |
|
Bull |
0.7 |
16 |
0.5 |
Suppose Ms maple wants to have a portfolio, which pays 20% expected return. What are the weights of securities A and b in this new portfolio. What do these weights means?
In: Finance
1. Find the standard variation of the following data. Round your answer to one decimal place.
2. find the value of P( X > 3)
3. find the value of P (X [less than or equal to] 7)
| x | 3 | 4 | 5 | 6 | 7 |
|---|---|---|---|---|---|
| P(X=x)P(X=x) | 0.2 | 0.2 | 0.1 | 0.2 | 0.3 |
In: Statistics and Probability
The single-index model for stock i is Ri = 0.01+1.5RM + ei. The single-index model for stock j is Rj = 0.02+0.8RM + ej. The standard deviation of the market return is σM=0.2, the standard deviation of ei is σei=0.3 and the standard deviation of ej is σej=0.4. 1. Calculate the systematic risk, firm-specific risk, and total risk of stock i.
In: Finance
Consider the following information about 2 shares P and Q
Share Expected return (yearly) Risk (standard deviation)
P 8% 7%
Q 20% 16%
The correlation coefficient between shares P and Q is 0.3
Required: Estimate the risk and expected return of a portfolio comprising 30% of share P and 70% of share Q and show your workings
In: Finance
i
What values would be stored in the given variables in each case?
a. int n = 12 % 5;
b. double x = 15 % 11 + 5.3 - 5 / (2.5 - 0.3);
c. float y = 2 / (3.5 + static_cast<int>(3.5));
d. bool z = (6 – 7 <= 2 * 1) && (5 + 4 >= 3) || (6 + 2 != 17 – 3 * 10);
In: Computer Science
A distribution and the observed frequencies of the values of a variable from a simple random sample of the population are provided below. Use the chi-square goodness-of-fit test to decide, at the specified significance level, whether the distribution of the variable differs from the given distribution.
Distribution: 0.3, 0.2, 0.2, 0.2, 0.1
Observed frequencies: 12, 9, 8, 17, 4
Significance level = 0.10
In: Math
Consider the standard Solow model with saving rate is 30%, and depreciation rate is 5%, Cobb-douglas production function with A = 1, α = 0.3.
Suppose initially the economy is at the steady state. If we increase the saving rate from 30% to 50% once for all.
Plot the first 20 periods of the following after the
change:
• capital sequence • output sequence • consumption
sequence
In: Economics
Convert the following decimal numbers into their 32-bit floating point representation (IEEE single precision). You may use a calculator to do the required multiplications, but you must show your work, not just the solution.
1. -59.75 (ANSW: 11000010011011110000000000000000)
2. 0.3 (ANSW: 00111110100110011001100110011010 (rounded)
00111110100110011001100110011001 (truncated; either answer is
fine))
Please show all work
In: Computer Science