Question 1: To compute the standard deviation‚ it is used the EXCEL STDEV ( ) Function and the expected return is equal to the sum of return rates in 24 months divided by 24. Stock | Vanguard 500 | California REIT | Brown Group | Standard Deviation | 4.61% | 9.23% | 8.17% | Expected Return | 1.10% | -2.27% | -0.67% | Question 2: To compute the standard deviation in a portfolio‚ it follows the formula SD= ( ) 1/2
Premium Standard deviation Variance
[pic] Eagle Airlines Business Decisions with Data Models Assignment on Risk Analysis Team Members: Sfykti Dimitra Goumas Evangelos Manikas Athanasios Papaspirou Yiannis As assigned by Mr. Hadjistelios‚ President of Eagle Airlines‚ a simulation analysis is developed in order to evaluate company’s intention to proceed with the purchase of a new aircraft. According to the President’s estimations‚ the uncertain parameters which affect the annual cash flow are the below;
Premium Cash flow Normal distribution Random variable
Probabilistic Inventory Models 1. CONTINUOUS REVIEW MODELS 1.1 "Probabilitized" EOQ Model Some practitioners have sought to adapt the deterministic EOQ model to reflect the probabilistic nature of demand by using an approximation that superimposes a constant buffer stock on the inventory level throughout the entire planning horizon. The size of the buffer is determined such that the probability of running out of stock during lead time (the period between placing and receiving an order) does
Premium Random variable Probability theory Operations research
Should Merck license the compound? Merck would be responsible for 1) the approval of Davanrik 2) the manufacture of Danavrik 3) marketing of Danavrik Merck would pay LAB for 1) initial fee 2) royalty on all sales 3) make additional pymts as Danavrik completed each stage of approval process (3 Phases) Additional facts: approval process should take 7 years patent will cover 17 years (7 of approval process nad 10 yr period of exclusivity beginning in yr 7) 1 Assumptions: All Cash flows
Premium Decision tree Arithmetic mean Variance
Kater’s Pendulum Thomas Markovich and Kapil Chhabria Departments of Physics University of Houston Houston‚ TX 77204-5006 (Dated: December 9‚ 2010) We experimentally determined the local gravitational constant using Kater’s Pendulum to provide the authors with experience in data analysis. In this manuscript‚ we rigorously derive the relevant equations from first principles with the appropriate expressions for the experimental uncertainty. We found that by assuming the periods were equal we were
Premium Standard deviation Pendulum Arithmetic mean
Week 5 problems Name: Show your work to receive partial credit. PLEASE DO NOT USE ANY RED FONTS #1 Find the standard error of the mean for each sampling situation (assuming a normal population). What happens to the standard error each time you quadruple the sample size? a. σ = 36‚ n = 9 36 √9=12 b. σ = 36‚ n = 36 36 √36=6 c. σ = 36‚ n = 144 =3 formula SE= σ √n #2. A sample was taken of 36 people attending
Premium Normal distribution Sample size Standard deviation
Joan Holtz CASE 5-3 JOAN HOLTZ (A)* (1) Electric utility bills. An electric utility company can estimate with reasonable certainty the expected revenue in a given period by taking into consideration some of the following: customer habits‚ average historical trends‚ demand and supply forecasts‚ and environmental changes. The electric utility industry effectively uses an insurance industry concept—the law of large numbers‚ to determine with certainty‚ expected revenue. The law of large numbers
Premium Concept Variance Daylight saving time
To estimate impedance function‚ distance as a proxy of travel cost between pairs of origins and destinations is calculated by ARC GIS 10.2 which considers the length of the shortest available route. To calibrate the best impedance function‚ the frequency distribution of walking trips is plotted against distance. By fitting different types of functions (i.e.‚ exponential‚ multiplicative exponential‚ linear‚ logarithmic‚ polynomial‚ power) and comparing standard error of the estimates’ values‚ the
Premium Statistics Standard deviation Normal distribution
If the expectancy of the attributes or criteria is larger the better; = (2) If the expectancy of the attributes or criteria is smaller the better; = (3) where; and are the maximum and minimum value of each alternative respectively. Normalized decision matrix is as follows; = (4) (4) Calculate preference variation value for all criteria as per following equations; = ] (5) where; = (6) (5) Calculate deviation in preference value for all criteria
Premium Statistics Standard deviation Regression analysis
#include "stdafx.h" #include "windows.h" #include "glut.h" #include "gl/GL.h" #include "gl/Glu.h" GLfloat spe_x = 1.0f; GLfloat spe_y = 1.0f; GLfloat spe_z = 1.0f; GLfloat spe_a = 1.0f; GLfloat wall_1 = 1.0f; GLfloat translate_x = 0.6f; GLfloat translate_y = 0.38f; GLfloat translate_z = 0.5f; float jack_radius = 0.1; bool isTrue = false; bool isTrue_r = false; GLfloat rot = 90.0; // Wall void wall(double thickness) { // draw thin wall with top xz-plane‚ corner at origin glPushMatrix();
Premium IP address World Wide Web Statistics