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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).
In the context of multivariate data analysis, one might be faced with a large number of v&iables that are correlated with each other, eventually acting as proxy of each other. This
A salesperson visits from house to house to sell her knives. The probability that she makes a sale at a random house is .3. Given that she makes a sale, the sale is worth $100 with
Bernoulli's Theorem If a trial of an experiment can result in success with probability p and failure with probability q (i.e.1-p) the probability of exactly r success in n tri
Ask question #MinimumA wedge is small piece of material having two of their opposite faces not parallel. To lift block of weight W, it is pushed by horizontal force P which lifts t
Find the Relation between two substance: The following table shows the results obtained in experiments aimed to determine how solubility of water in benzene depends on tempera
Importance and Application of probability: Importance of probability theory is in all those areas where event are not certain to take place as same as starting with games of
How can we analyse data with four bilateral response variables measured with errors and three covariated measured without errors?
What is a null hypothesis? ..
WHAT YOU MEAN BY UTILITY OF MANAGERIALECONOMICS
Coefficient of Variation The standard deviation discussed above is an absolute measure of dispersion. The corresponding relative measure is known as the coefficient of vari
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