ECMB12H3F L30 Quantitative Methods in Economics II Final Examination Wednesday December 14‚ 2011 2–4 pm Instructor: Victor Yu Last Name (Print): Solution First Name (Print): Student Number: Circle your section Aids allowed: L30 Wednesday Deferred Exam Calculator and two aid sheets (four 8.5"x11" pages) written or typed on both sides Time allowed: Two (2) hours This exam consists of 22 questions in 15 pages including this cover page. It is the student’s responsibility to hand in a complete exam
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Normal Distribution:- A continuous random variable X is a normal distribution with the parameters mean and variance then the probability function can be written as f(x) = - < x < ‚ - < μ < ‚ σ > 0. When σ2 = 1‚ μ = 0 is called as standard normal. Normal distribution problems and solutions – Formulas: X < μ = 0.5 – Z X > μ = 0.5 + Z X = μ = 0.5 where‚ μ = mean σ = standard deviation X = normal random variable Normal Distribution Problems and Solutions – Example
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Exam 2 - Math 3200 Spring 2013 Name : ID : General instructions: This exam has 13 questions‚ each worth the same amount. Check that no pages are missing and promptly notify one of the proctors if you notice any problems with your copy of the exam. Mark your ID number on the six blank lines on the top of your answer card using one line for each digit. Print your name on the top of the card. Choose the answer closest to the solution and mark your answer card with a PENCIL by shading in
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Contents | Page | Part 1 | 2 | Part 2 | 5 | Part 3 | 6 | Part 4 | 8 | Part 5 | 10 | Further Exploration | 13 | Conclusion | 14 | Reflection | 15 | Part 1 a) Introduction The word Probability derives from probity‚ a measure of the authority of a witness in a legal case in Europe‚ and often correlated with the witness ’s nobility. In a sense‚ this differs much from the modern meaning of probability‚ which‚ in contrast‚ is used as a measure of the weight of empirical evidence
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|0 |1 |2 |3 |4 |5 |6 | |# of policies |21 |15 |5 |4 |2 |3 |2 | • Find the mean number of claims per day. • Find the sample variance and standard deviation. 4. A survey carried out for a supermarket classified customers according to whether their visits to the store are frequent or infrequent and
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Problem Assignment 4 1. You’ve observed the following returns on INTC Corporation’s stock over the past five years: -25%‚ -36%‚ 9%‚ 11%‚ and 17%. a. What was the arithmetic average return on the stock over this five-year period? b. What was the variance of returns over this period? c. What was the standard deviation of returns over this period? d. Suppose the current T-bill rate is 0.15%. What is the risk premium of owing INTC Corporation’s stock? e. What range of returns would you expect to
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08 ETHE AUSTRALIAN NATIONAL UNIVERSITY SCHOOL OF FINANCE AND APPLIED STATISTICS First Semester Examination 2010 QUANTITATIVE RESEARCH METHODS (STAT1008) Writing Period: 3 hours duration Study Period: 15 minutes duration Permitted Material: Non-programmable calculator‚ dictionary and 1 A4 page with notes on both sides Instructions to Candidates: • Attempt ALL questions. • Each question is of equal mark value. • Start your solution to each question on a new page. • To ensure full marks
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SUFFICIENT DIMENSION REDUCTION BASED ON NORMAL AND WISHART INVERSE MODELS A THESIS SUBMITTED TO THE FACULTY OF THE GRADUATE SCHOOL OF THE UNIVERSITY OF MINNESOTA BY LILIANA FORZANI IN PARTIAL FULFILLMENT OF THE REQUIREMENTS FOR THE DEGREE OF DOCTOR OF PHILOSOPHY R. DENNIS COOK‚ Advisor December‚ 2007 c Liliana Forzani 2007 UNIVERSITY OF MINNESOTA This is to certify that I have examined this copy of a doctoral thesis by Liliana Forzani and have found that it is complete
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solve the optimal weightage (including short-selling) for each stock in the portfolio in accordance to the covariance matrix. By multiplying the above matrix yields expected return on this passive portfolio as well as other statistical tools like variance and standard deviation. Hence‚ Sharpe ratio is computed and indicates the risk-adjusted return on the portfolio 2. STEPS FOR FRONTIER TO BE ADDED Result: The covariance matrix is as follows: VCV Matrix MMM T CAT UTX WFC PFE KO ORCL INTC MRK
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(ISOM2500)[2012](f)midterm1~=0zvopee^_78631.pdf downloaded by mhwongag from http://petergao.net/ustpastpaper/down.php?course=ISOM2500&id=0 at 2013-12-16 02:44:12. Academic use within HKUST only. Business Statistics‚ ISOM2500 (L3‚ L4 & L5) Practice Quiz I 1. The following bar chart describes the results of a survey concerning the relevance of study to present job by school. Focus on the School of Business and Management. What are the mode and the median respectively? (a) Relevant‚ Neutral (b) Relevant
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