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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).
difference between large sample test and small sample test
1. For each of the following variables: major, graduate GPA, and height: a. Determine whether the variable is categorical or numerical. b. If the variable is numerical, deter
Suppose that before the minimum wage law change, the underlying mean number of part-time employees per Burger King Restaurant in New Jersey was 20.3. It was thought that the increa
10. If a set of scores has a sample mean of 25 and a sample variance of 4, find the following: a. the z-score for a raw score of 31 b. the z-score for a raw score of 18 c. the raw
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Statistical Definition of probability: Ques: (a) (i) Distinguish Statistical Definition of probability from the Classical Definition. (ii) State the A
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