Random numbers and random events
|
|
- Hugh McKinney
- 7 years ago
- Views:
Transcription
1 4// Radom walks, etc. Radom evets Radom umbers ad radom evets Mathcad has a bult fucto rd(x) that selects a umber radomly o the terval to x. If x =, ths meas that % of the umbers wll be less tha. ad % wll be betwee. ad.. We ca check ths by makg a lst of of umbers created by rd() ad the plottg the dstrbuto. The umber of radom umbers wll be: rd( ) Ths programmg loop wll fd values ad put them the vector whch wll have elemets. We wll ot use the frst elemet. Now let's plot the dstrbuto as a hstogram. Frst we dvde the doma (,) to tervals. The vector cotag the tervals wll have values:,..... tervals. H hst( tervals) The hst fucto couts the umber of etres each terval ad returs a vector wth oe fewer elemets tha terval values. Ths vector, H, cotas the data the hstogram plot below. H 5 Dstrbuto of radom umbers Ths s a -d plot wth "soldbar" selected as the le type usg the graph dalog box. The horzotal axs has.5 added to so that the bars are plotted the mddle of the terval, ot at the begg of the terval. Ths meas that the bar values to. s cetered o Ispecto shows that deed about % of the radom umbers fall each terval.
2 4// Radom walks, etc. Radom evets We expect / = umbers couted each b. What s the stadard devato of the umber the bs (call t Sdev)? Sdev H Sdev was last defed as gog from to so there are bs. The varato from oe sample to the ext s about +7. Note that the stadard devato s defed so that the dvso s by oe less tha the umber of bs. Try t: Chage from to, ad watch what happes to the stadard devato. Is t a larger or smaller percetage of the H vaues? Radoactve decay H Suppose a radosotope geerates, o average, oe cout about every secods. That meas there s a % probablty each secod of there beg a decay. How ca we model that? Let's select a radom umber usg rd(). The there s a % chace of the umber beg below.. We wll say that there has bee a decay f rd() s less tha. ad o decay f t s ot. We wll keep a record of decays the followg way: We wll set the elemets of a vector tally to zeroes ad the chage the zero to f there s a decay. For ths example, "" meas true ad "" meas false (o decay). If there s a decay the frst secod, s, otherwse t s zero. The couter below couts the secods. f ( rd( ). ) Now let's plot k 6 The -d plot below has "stem" selected as the trace type whch puts crcles o stalks. The vertcal scale s set to. The stems are radomly spaced. The clusterg at certa places ad gaps at other places are radom! We plot oly the frst 6 secods cotag about 6 radomly spaced decays. Tmes of decays.5 k k The pots dcate the tmes whe the "clcks" were heard o the geger couter.
3 4// Radom walks, etc. Radom evets We ca fd the umber of decays by smply summg the "" values the vector : k 6 k k Ideed there are about decays tme tervals f the probablty s % each terval. Try t: If you select Calculate Worksheet m the Math meu, the calculato wll be doe aga wth a ew set of radom umbers. Does ths chage by much the umber of decays? Selectg radom tme tervals Suppose you wat to fd the tme terval betwee oe decay ad the ext. How would that be doe? Suppose the decay tme s. If we select a radom umber o the doma (,), the fucto - l[rd()] coverts the radom umber to a tme terval. Sce the log of rd() wll be less tha oe we put a mus sg frot of the logarthm to create a postve umber from the egatve logarthm. If rd() s. the the logarthm s -6. whch becomes +6.. Thus log tme tervals (t >> ) are very ulkely because they requre a very small value rd(). Try t: Show that the probablty of 6. decay tmes passg wthout a decay s.. O the other had, f rd() s., the tme terval geerated s +.. Thus tervals betwee ad. are geerated wth % probablty. So ths fucto seems to be what we eed. Let's check that. τ Ths s the decay tme correspodg to. probablty per secod. Number of decays. τ l( rd( ) ) Italze the last to talze all values ad to reserve memory space all of. ow cotas the tme tervals betwee decays. We have to sum the tervals to get the tme elapsed sce t =. k 6 k k m m cotas the tmes of the decays. Itervals betwee decays:
4 4// Radom walks, etc. Radom evets 4 Radom tmes from summg -l[rd()] k tervals As our prevous graph, some of the tervals are qute log ad others are short. Let's plot a hstogram of the legths of the tervals. The wdths of the bars the plot wll be sec. H hst( tervals) 5 H exp τ 5 The tervals have a dstrbuto whch s expoetal as exp(-t/). Thus our fucto - l[rd()] gves the correct "mappg" of radom umbers to decay tme tervals.
5 4// Radom walks, etc. Radom evets 5 Smulatg the decay of a populato If the probablty s. per secod, the probablty that a atom has ot decayed s gve by exp(-t/), show at rght. We wll follow atoms secods. The decay tme = secods. Each secod, the probablty of decay s.. max jmax j couts secods, so the tme terval s Δt t e t. t P P max j jmax P j max j jmax Δt P f rd( ) j τ P j Italze P values to usg ested loops. Each row of P represets a ucleus. The row wll have value f the ucleus has ot decayed ad value f t has decayed. The "f" statemet sets P,j = f there s a decay, otherwse P,j stays at the prevous value of or. The decay probablty s.. j s the tme step umber ad s the partcle umber. I the matrx P, each partcle s oe row. If the partcle decays o the th tme step, the value chages from to ad stays zero. Tme creases to the rght. P The frst colum of P s all oes because oe of the partcles have decayed at t =.
6 4// Radom walks, etc. Radom evets 6 We ca sum the colums to see how may partcles are stll left after each tme terval. There are max+ partcles to start: jmax j jmax After j tme tervals, the umber remag s We expect the aswer to be expoetal T Ftheory maxe T τ max P max F j P j Number remag: F Expoetal decay 48 7 F Ftheory T Selectg radomly from a populato A group of gas atoms wth a Maxwella velocty dstrbuto three dmesos has a speed dstrbuto gve by Frst defe a thermal velocty: v t The Maxwella: g( v) 4πv πv t e v v t A set of values plottg: v.
7 4// Radom walks, etc. Radom evets 7 How would you select speeds radomly from ths dstrbuto? Place a pot X,Y radomly o the graph ad accept t f t the "Y" value uder the curve ad reject t f t s above the curve. At each value of v, the heght of the dstrbuto s proportoal to the probablty. So we choose a guess v radomly o the terval,. The the probablty of acceptg the guess s proportoal to heght of g(v). Ths s called the "rejecto method" because we wll throw away the guesses at pots above the curve. gv ( ) Dstrbuto of Maxwella speeds Select speeds from the Maxwella. v y rd( ) v rd( ) whle y g( v) v rd( ) y rd( ) v Italze ad reserve memory space. y s a radom y-axs value o the graph above. v s a radom guess v. The "whle" loop cotues to make guesses y ad v. The probablty that v s kept s determed by the heght of the curve. If the radom umber y s below the heght of the curve, the guess v s kept, otherwse t s rejected ad a ew value s tred. Let's make a hstogram of our radom guesses: Prepare a hstogram: tervals w. hst( tervals) V 8 w 6 gv 4 Maxwella speeds selected by rejecto I the chart dalog box, uder traces, clck o sold bar to make a hstogram plot. Use +.5 o the x axs to ceters the bars. 4.5 Try t: Is the radomly chose sample more lke the theory curve f s creased to,? to,? Note: Our guess y was o the terval, because the maxmum value of g(v) s a lttle less tha oe. If the maxmum of g(v) were hgher tha, we would have to crease the maxmum allowed value of the radom guess.
ANOVA Notes Page 1. Analysis of Variance for a One-Way Classification of Data
ANOVA Notes Page Aalss of Varace for a Oe-Wa Classfcato of Data Cosder a sgle factor or treatmet doe at levels (e, there are,, 3, dfferet varatos o the prescrbed treatmet) Wth a gve treatmet level there
More informationSimple Linear Regression
Smple Lear Regresso Regresso equato a equato that descrbes the average relatoshp betwee a respose (depedet) ad a eplaator (depedet) varable. 6 8 Slope-tercept equato for a le m b (,6) slope. (,) 6 6 8
More informationMDM 4U PRACTICE EXAMINATION
MDM 4U RCTICE EXMINTION Ths s a ractce eam. It does ot cover all the materal ths course ad should ot be the oly revew that you do rearato for your fal eam. Your eam may cota questos that do ot aear o ths
More informationSTATISTICAL PROPERTIES OF LEAST SQUARES ESTIMATORS. x, where. = y - ˆ " 1
STATISTICAL PROPERTIES OF LEAST SQUARES ESTIMATORS Recall Assumpto E(Y x) η 0 + η x (lear codtoal mea fucto) Data (x, y ), (x 2, y 2 ),, (x, y ) Least squares estmator ˆ E (Y x) ˆ " 0 + ˆ " x, where ˆ
More informationClassic Problems at a Glance using the TVM Solver
C H A P T E R 2 Classc Problems at a Glace usg the TVM Solver The table below llustrates the most commo types of classc face problems. The formulas are gve for each calculato. A bref troducto to usg the
More informationNumerical Methods with MS Excel
TMME, vol4, o.1, p.84 Numercal Methods wth MS Excel M. El-Gebely & B. Yushau 1 Departmet of Mathematcal Sceces Kg Fahd Uversty of Petroleum & Merals. Dhahra, Saud Araba. Abstract: I ths ote we show how
More informationPreprocess a planar map S. Given a query point p, report the face of S containing p. Goal: O(n)-size data structure that enables O(log n) query time.
Computatoal Geometry Chapter 6 Pot Locato 1 Problem Defto Preprocess a plaar map S. Gve a query pot p, report the face of S cotag p. S Goal: O()-sze data structure that eables O(log ) query tme. C p E
More information1. The Time Value of Money
Corporate Face [00-0345]. The Tme Value of Moey. Compoudg ad Dscoutg Captalzato (compoudg, fdg future values) s a process of movg a value forward tme. It yelds the future value gve the relevat compoudg
More informationAverage Price Ratios
Average Prce Ratos Morgstar Methodology Paper August 3, 2005 2005 Morgstar, Ic. All rghts reserved. The formato ths documet s the property of Morgstar, Ic. Reproducto or trascrpto by ay meas, whole or
More informationChapter Eight. f : R R
Chapter Eght f : R R 8. Itroducto We shall ow tur our atteto to the very mportat specal case of fuctos that are real, or scalar, valued. These are sometmes called scalar felds. I the very, but mportat,
More informationCHAPTER 2. Time Value of Money 6-1
CHAPTER 2 Tme Value of Moey 6- Tme Value of Moey (TVM) Tme Les Future value & Preset value Rates of retur Autes & Perpetutes Ueve cash Flow Streams Amortzato 6-2 Tme les 0 2 3 % CF 0 CF CF 2 CF 3 Show
More informationCurve Fitting and Solution of Equation
UNIT V Curve Fttg ad Soluto of Equato 5. CURVE FITTING I ma braches of appled mathematcs ad egeerg sceces we come across epermets ad problems, whch volve two varables. For eample, t s kow that the speed
More information6.7 Network analysis. 6.7.1 Introduction. References - Network analysis. Topological analysis
6.7 Network aalyss Le data that explctly store topologcal formato are called etwork data. Besdes spatal operatos, several methods of spatal aalyss are applcable to etwork data. Fgure: Network data Refereces
More informationStatistical Pattern Recognition (CE-725) Department of Computer Engineering Sharif University of Technology
I The Name of God, The Compassoate, The ercful Name: Problems' eys Studet ID#:. Statstcal Patter Recogto (CE-725) Departmet of Computer Egeerg Sharf Uversty of Techology Fal Exam Soluto - Sprg 202 (50
More informationn. We know that the sum of squares of p independent standard normal variables has a chi square distribution with p degrees of freedom.
UMEÅ UNIVERSITET Matematsk-statstska sttutoe Multvarat dataaalys för tekologer MSTB0 PA TENTAMEN 004-0-9 LÖSNINGSFÖRSLAG TILL TENTAMEN I MATEMATISK STATISTIK Multvarat dataaalys för tekologer B, 5 poäg.
More informationECONOMIC CHOICE OF OPTIMUM FEEDER CABLE CONSIDERING RISK ANALYSIS. University of Brasilia (UnB) and The Brazilian Regulatory Agency (ANEEL), Brazil
ECONOMIC CHOICE OF OPTIMUM FEEDER CABE CONSIDERING RISK ANAYSIS I Camargo, F Fgueredo, M De Olvera Uversty of Brasla (UB) ad The Brazla Regulatory Agecy (ANEE), Brazl The choce of the approprate cable
More informationAn Effectiveness of Integrated Portfolio in Bancassurance
A Effectveess of Itegrated Portfolo Bacassurace Taea Karya Research Ceter for Facal Egeerg Isttute of Ecoomc Research Kyoto versty Sayouu Kyoto 606-850 Japa arya@eryoto-uacp Itroducto As s well ow the
More informationHow To Value An Annuity
Future Value of a Auty After payg all your blls, you have $200 left each payday (at the ed of each moth) that you wll put to savgs order to save up a dow paymet for a house. If you vest ths moey at 5%
More informationChapter 3 0.06 = 3000 ( 1.015 ( 1 ) Present Value of an Annuity. Section 4 Present Value of an Annuity; Amortization
Chapter 3 Mathematcs of Face Secto 4 Preset Value of a Auty; Amortzato Preset Value of a Auty I ths secto, we wll address the problem of determg the amout that should be deposted to a accout ow at a gve
More informationThe simple linear Regression Model
The smple lear Regresso Model Correlato coeffcet s o-parametrc ad just dcates that two varables are assocated wth oe aother, but t does ot gve a deas of the kd of relatoshp. Regresso models help vestgatg
More informationFINANCIAL MATHEMATICS 12 MARCH 2014
FINNCIL MTHEMTICS 12 MRCH 2014 I ths lesso we: Lesso Descrpto Make use of logarthms to calculate the value of, the tme perod, the equato P1 or P1. Solve problems volvg preset value ad future value autes.
More informationThe Time Value of Money
The Tme Value of Moey 1 Iversemet Optos Year: 1624 Property Traded: Mahatta Islad Prce : $24.00, FV of $24 @ 6%: FV = $24 (1+0.06) 388 = $158.08 bllo Opto 1 0 1 2 3 4 5 t ($519.37) 0 0 0 0 $1,000 Opto
More information10.5 Future Value and Present Value of a General Annuity Due
Chapter 10 Autes 371 5. Thomas leases a car worth $4,000 at.99% compouded mothly. He agrees to make 36 lease paymets of $330 each at the begg of every moth. What s the buyout prce (resdual value of the
More informationAP Statistics 2006 Free-Response Questions Form B
AP Statstcs 006 Free-Respose Questos Form B The College Board: Coectg Studets to College Success The College Board s a ot-for-proft membershp assocato whose msso s to coect studets to college success ad
More informationof the relationship between time and the value of money.
TIME AND THE VALUE OF MONEY Most agrbusess maagers are famlar wth the terms compoudg, dscoutg, auty, ad captalzato. That s, most agrbusess maagers have a tutve uderstadg that each term mples some relatoshp
More information1. C. The formula for the confidence interval for a population mean is: x t, which was
s 1. C. The formula for the cofidece iterval for a populatio mea is: x t, which was based o the sample Mea. So, x is guarateed to be i the iterval you form.. D. Use the rule : p-value
More informationThe Analysis of Development of Insurance Contract Premiums of General Liability Insurance in the Business Insurance Risk
The Aalyss of Developmet of Isurace Cotract Premums of Geeral Lablty Isurace the Busess Isurace Rsk the Frame of the Czech Isurace Market 1998 011 Scetfc Coferece Jue, 10. - 14. 013 Pavla Kubová Departmet
More informationCHAPTER 13. Simple Linear Regression LEARNING OBJECTIVES. USING STATISTICS @ Sunflowers Apparel
CHAPTER 3 Smple Lear Regresso USING STATISTICS @ Suflowers Apparel 3 TYPES OF REGRESSION MODELS 3 DETERMINING THE SIMPLE LINEAR REGRESSION EQUATION The Least-Squares Method Vsual Exploratos: Explorg Smple
More informationSoving Recurrence Relations
Sovig Recurrece Relatios Part 1. Homogeeous liear 2d degree relatios with costat coefficiets. Cosider the recurrece relatio ( ) T () + at ( 1) + bt ( 2) = 0 This is called a homogeeous liear 2d degree
More informationCSSE463: Image Recognition Day 27
CSSE463: Image Recogto Da 27 Ths week Toda: Alcatos of PCA Suda ght: roject las ad relm work due Questos? Prcal Comoets Aalss weght grth c ( )( ) ( )( ( )( ) ) heght sze Gve a set of samles, fd the drecto(s)
More informationThe Gompertz-Makeham distribution. Fredrik Norström. Supervisor: Yuri Belyaev
The Gompertz-Makeham dstrbuto by Fredrk Norström Master s thess Mathematcal Statstcs, Umeå Uversty, 997 Supervsor: Yur Belyaev Abstract Ths work s about the Gompertz-Makeham dstrbuto. The dstrbuto has
More informationSequences and Series
Secto 9. Sequeces d Seres You c thk of sequece s fucto whose dom s the set of postve tegers. f ( ), f (), f (),... f ( ),... Defto of Sequece A fte sequece s fucto whose dom s the set of postve tegers.
More informationMath C067 Sampling Distributions
Math C067 Samplig Distributios Sample Mea ad Sample Proportio Richard Beigel Some time betwee April 16, 2007 ad April 16, 2007 Examples of Samplig A pollster may try to estimate the proportio of voters
More informationMeasuring the Quality of Credit Scoring Models
Measur the Qualty of Credt cor Models Mart Řezáč Dept. of Matheatcs ad tatstcs, Faculty of cece, Masaryk Uversty CCC XI, Edurh Auust 009 Cotet. Itroducto 3. Good/ad clet defto 4 3. Measur the qualty 6
More informationChapter 3. AMORTIZATION OF LOAN. SINKING FUNDS R =
Chapter 3. AMORTIZATION OF LOAN. SINKING FUNDS Objectves of the Topc: Beg able to formalse ad solve practcal ad mathematcal problems, whch the subjects of loa amortsato ad maagemet of cumulatve fuds are
More informationA DISTRIBUTED REPUTATION BROKER FRAMEWORK FOR WEB SERVICE APPLICATIONS
L et al.: A Dstrbuted Reputato Broker Framework for Web Servce Applcatos A DISTRIBUTED REPUTATION BROKER FRAMEWORK FOR WEB SERVICE APPLICATIONS Kwe-Jay L Departmet of Electrcal Egeerg ad Computer Scece
More informationGCSE STATISTICS. 4) How to calculate the range: The difference between the biggest number and the smallest number.
GCSE STATISTICS You should kow: 1) How to draw a frequecy diagram: e.g. NUMBER TALLY FREQUENCY 1 3 5 ) How to draw a bar chart, a pictogram, ad a pie chart. 3) How to use averages: a) Mea - add up all
More informationThe Digital Signature Scheme MQQ-SIG
The Dgtal Sgature Scheme MQQ-SIG Itellectual Property Statemet ad Techcal Descrpto Frst publshed: 10 October 2010, Last update: 20 December 2010 Dalo Glgorosk 1 ad Rue Stesmo Ødegård 2 ad Rue Erled Jese
More informationConfidence Intervals
Cofidece Itervals Cofidece Itervals are a extesio of the cocept of Margi of Error which we met earlier i this course. Remember we saw: The sample proportio will differ from the populatio proportio by more
More informationMeasures of Central Tendency: Basic Statistics Refresher. Topic 1 Point Estimates
Basc Statstcs Refresher Basc Statstcs: A Revew by Alla T. Mese, Ph.D., PE, CRE Ths s ot a tetbook o statstcs. Ths s a refresher that presumes the reader has had some statstcs backgroud. There are some
More informationBanking (Early Repayment of Housing Loans) Order, 5762 2002 1
akg (Early Repaymet of Housg Loas) Order, 5762 2002 y vrtue of the power vested me uder Secto 3 of the akg Ordace 94 (hereafter, the Ordace ), followg cosultato wth the Commttee, ad wth the approval of
More informationSECTION 1.5 : SUMMATION NOTATION + WORK WITH SEQUENCES
SECTION 1.5 : SUMMATION NOTATION + WORK WITH SEQUENCES Read Sectio 1.5 (pages 5 9) Overview I Sectio 1.5 we lear to work with summatio otatio ad formulas. We will also itroduce a brief overview of sequeces,
More informationSpeeding up k-means Clustering by Bootstrap Averaging
Speedg up -meas Clusterg by Bootstrap Averagg Ia Davdso ad Ashw Satyaarayaa Computer Scece Dept, SUNY Albay, NY, USA,. {davdso, ashw}@cs.albay.edu Abstract K-meas clusterg s oe of the most popular clusterg
More informationISyE 512 Chapter 7. Control Charts for Attributes. Instructor: Prof. Kaibo Liu. Department of Industrial and Systems Engineering UW-Madison
ISyE 512 Chapter 7 Cotrol Charts for Attrbutes Istructor: Prof. Kabo Lu Departmet of Idustral ad Systems Egeerg UW-Madso Emal: klu8@wsc.edu Offce: Room 3017 (Mechacal Egeerg Buldg) 1 Lst of Topcs Chapter
More informationCHAPTER 7: Central Limit Theorem: CLT for Averages (Means)
CHAPTER 7: Cetral Limit Theorem: CLT for Averages (Meas) X = the umber obtaied whe rollig oe six sided die oce. If we roll a six sided die oce, the mea of the probability distributio is X P(X = x) Simulatio:
More informationT = 1/freq, T = 2/freq, T = i/freq, T = n (number of cash flows = freq n) are :
Bullets bods Let s descrbe frst a fxed rate bod wthout amortzg a more geeral way : Let s ote : C the aual fxed rate t s a percetage N the otoal freq ( 2 4 ) the umber of coupo per year R the redempto of
More informationIDENTIFICATION OF THE DYNAMICS OF THE GOOGLE S RANKING ALGORITHM. A. Khaki Sedigh, Mehdi Roudaki
IDENIFICAION OF HE DYNAMICS OF HE GOOGLE S RANKING ALGORIHM A. Khak Sedgh, Mehd Roudak Cotrol Dvso, Departmet of Electrcal Egeerg, K.N.oos Uversty of echology P. O. Box: 16315-1355, ehra, Ira sedgh@eetd.ktu.ac.r,
More informationAPPENDIX III THE ENVELOPE PROPERTY
Apped III APPENDIX III THE ENVELOPE PROPERTY Optmzato mposes a very strog structure o the problem cosdered Ths s the reaso why eoclasscal ecoomcs whch assumes optmzg behavour has bee the most successful
More informationReport 52 Fixed Maturity EUR Industrial Bond Funds
Rep52, Computed & Prted: 17/06/2015 11:53 Report 52 Fxed Maturty EUR Idustral Bod Fuds From Dec 2008 to Dec 2014 31/12/2008 31 December 1999 31/12/2014 Bechmark Noe Defto of the frm ad geeral formato:
More informationCH. V ME256 STATICS Center of Gravity, Centroid, and Moment of Inertia CENTER OF GRAVITY AND CENTROID
CH. ME56 STTICS Ceter of Gravt, Cetrod, ad Momet of Ierta CENTE OF GITY ND CENTOID 5. CENTE OF GITY ND CENTE OF MSS FO SYSTEM OF PTICES Ceter of Gravt. The ceter of gravt G s a pot whch locates the resultat
More informationANNEX 77 FINANCE MANAGEMENT. (Working material) Chief Actuary Prof. Gaida Pettere BTA INSURANCE COMPANY SE
ANNEX 77 FINANCE MANAGEMENT (Workg materal) Chef Actuary Prof. Gada Pettere BTA INSURANCE COMPANY SE 1 FUNDAMENTALS of INVESTMENT I THEORY OF INTEREST RATES 1.1 ACCUMULATION Iterest may be regarded as
More informationDescriptive Statistics
Descriptive Statistics We leared to describe data sets graphically. We ca also describe a data set umerically. Measures of Locatio Defiitio The sample mea is the arithmetic average of values. We deote
More informationIn nite Sequences. Dr. Philippe B. Laval Kennesaw State University. October 9, 2008
I ite Sequeces Dr. Philippe B. Laval Keesaw State Uiversity October 9, 2008 Abstract This had out is a itroductio to i ite sequeces. mai de itios ad presets some elemetary results. It gives the I ite Sequeces
More information2009-2015 Michael J. Rosenfeld, draft version 1.7 (under construction). draft November 5, 2015
009-015 Mchael J. Rosefeld, draft verso 1.7 (uder costructo). draft November 5, 015 Notes o the Mea, the Stadard Devato, ad the Stadard Error. Practcal Appled Statstcs for Socologsts. A troductory word
More informationM. Salahi, F. Mehrdoust, F. Piri. CVaR Robust Mean-CVaR Portfolio Optimization
M. Salah, F. Mehrdoust, F. Pr Uversty of Gula, Rasht, Ira CVaR Robust Mea-CVaR Portfolo Optmzato Abstract: Oe of the most mportat problems faced by every vestor s asset allocato. A vestor durg makg vestmet
More informationConfidence Intervals. CI for a population mean (σ is known and n > 30 or the variable is normally distributed in the.
Cofidece Itervals A cofidece iterval is a iterval whose purpose is to estimate a parameter (a umber that could, i theory, be calculated from the populatio, if measuremets were available for the whole populatio).
More informationLesson 17 Pearson s Correlation Coefficient
Outlie Measures of Relatioships Pearso s Correlatio Coefficiet (r) -types of data -scatter plots -measure of directio -measure of stregth Computatio -covariatio of X ad Y -uique variatio i X ad Y -measurig
More informationLecture 7. Norms and Condition Numbers
Lecture 7 Norms ad Codto Numbers To dscuss the errors umerca probems vovg vectors, t s usefu to empo orms. Vector Norm O a vector space V, a orm s a fucto from V to the set of o-egatve reas that obes three
More informationReinsurance and the distribution of term insurance claims
Resurace ad the dstrbuto of term surace clams By Rchard Bruyel FIAA, FNZSA Preseted to the NZ Socety of Actuares Coferece Queestow - November 006 1 1 Itroducto Ths paper vestgates the effect of resurace
More informationQuestions? Ask Prof. Herz, herz@ucsd.edu. General Classification of adsorption
Questos? Ask rof. Herz, herz@ucsd.edu Geeral Classfcato of adsorpto hyscal adsorpto - physsorpto - dsperso forces - Va der Waals forces - weak - oly get hgh fractoal coerage of surface at low temperatures
More informationMathematics of Finance
CATE Mathematcs of ace.. TODUCTO ths chapter we wll dscuss mathematcal methods ad formulae whch are helpful busess ad persoal face. Oe of the fudametal cocepts the mathematcs of face s the tme value of
More informationDetermining the sample size
Determiig the sample size Oe of the most commo questios ay statisticia gets asked is How large a sample size do I eed? Researchers are ofte surprised to fid out that the aswer depeds o a umber of factors
More informationNow here is the important step
LINEST i Excel The Excel spreadsheet fuctio "liest" is a complete liear least squares curve fittig routie that produces ucertaity estimates for the fit values. There are two ways to access the "liest"
More information15.075 Exam 3. Instructor: Cynthia Rudin TA: Dimitrios Bisias. November 22, 2011
15.075 Exam 3 Istructor: Cythia Rudi TA: Dimitrios Bisias November 22, 2011 Gradig is based o demostratio of coceptual uderstadig, so you eed to show all of your work. Problem 1 A compay makes high-defiitio
More informationA New Bayesian Network Method for Computing Bottom Event's Structural Importance Degree using Jointree
, pp.277-288 http://dx.do.org/10.14257/juesst.2015.8.1.25 A New Bayesa Network Method for Computg Bottom Evet's Structural Importace Degree usg Jotree Wag Yao ad Su Q School of Aeroautcs, Northwester Polytechcal
More informationConfidence Intervals for One Mean
Chapter 420 Cofidece Itervals for Oe Mea Itroductio This routie calculates the sample size ecessary to achieve a specified distace from the mea to the cofidece limit(s) at a stated cofidece level for a
More informationRelaxation Methods for Iterative Solution to Linear Systems of Equations
Relaxato Methods for Iteratve Soluto to Lear Systems of Equatos Gerald Recktewald Portlad State Uversty Mechacal Egeerg Departmet gerry@me.pdx.edu Prmary Topcs Basc Cocepts Statoary Methods a.k.a. Relaxato
More informationChapter 6: Variance, the law of large numbers and the Monte-Carlo method
Chapter 6: Variace, the law of large umbers ad the Mote-Carlo method Expected value, variace, ad Chebyshev iequality. If X is a radom variable recall that the expected value of X, E[X] is the average value
More informationMeasures of Spread and Boxplots Discrete Math, Section 9.4
Measures of Spread ad Boxplots Discrete Math, Sectio 9.4 We start with a example: Example 1: Comparig Mea ad Media Compute the mea ad media of each data set: S 1 = {4, 6, 8, 10, 1, 14, 16} S = {4, 7, 9,
More informationConversion of Non-Linear Strength Envelopes into Generalized Hoek-Brown Envelopes
Covero of No-Lear Stregth Evelope to Geeralzed Hoek-Brow Evelope Itroducto The power curve crtero commoly ued lmt-equlbrum lope tablty aaly to defe a o-lear tregth evelope (relatohp betwee hear tre, τ,
More informationOverview of some probability distributions.
Lecture Overview of some probability distributios. I this lecture we will review several commo distributios that will be used ofte throughtout the class. Each distributio is usually described by its probability
More informationInference on Proportion. Chapter 8 Tests of Statistical Hypotheses. Sampling Distribution of Sample Proportion. Confidence Interval
Chapter 8 Tests of Statistical Hypotheses 8. Tests about Proportios HT - Iferece o Proportio Parameter: Populatio Proportio p (or π) (Percetage of people has o health isurace) x Statistic: Sample Proportio
More informationProperties of MLE: consistency, asymptotic normality. Fisher information.
Lecture 3 Properties of MLE: cosistecy, asymptotic ormality. Fisher iformatio. I this sectio we will try to uderstad why MLEs are good. Let us recall two facts from probability that we be used ofte throughout
More informationOnline Appendix: Measured Aggregate Gains from International Trade
Ole Appedx: Measured Aggregate Gas from Iteratoal Trade Arel Burste UCLA ad NBER Javer Cravo Uversty of Mchga March 3, 2014 I ths ole appedx we derve addtoal results dscussed the paper. I the frst secto,
More informationTHE McELIECE CRYPTOSYSTEM WITH ARRAY CODES. MATRİS KODLAR İLE McELIECE ŞİFRELEME SİSTEMİ
SAÜ e Blmler Dergs, 5 Clt, 2 Sayı, THE McELIECE CRYPTOSYSTEM WITH ARRAY CODES Vedat ŞİAP* *Departmet of Mathematcs, aculty of Scece ad Art, Sakarya Uversty, 5487, Serdva, Sakarya-TURKEY vedatsap@gmalcom
More informationAbraham Zaks. Technion I.I.T. Haifa ISRAEL. and. University of Haifa, Haifa ISRAEL. Abstract
Preset Value of Autes Uder Radom Rates of Iterest By Abraham Zas Techo I.I.T. Hafa ISRAEL ad Uversty of Hafa, Hafa ISRAEL Abstract Some attempts were made to evaluate the future value (FV) of the expected
More informationConstrained Cubic Spline Interpolation for Chemical Engineering Applications
Costraed Cubc Sple Iterpolato or Chemcal Egeerg Applcatos b CJC Kruger Summar Cubc sple terpolato s a useul techque to terpolate betwee kow data pots due to ts stable ad smooth characterstcs. Uortuatel
More informationSection 11.3: The Integral Test
Sectio.3: The Itegral Test Most of the series we have looked at have either diverged or have coverged ad we have bee able to fid what they coverge to. I geeral however, the problem is much more difficult
More informationA particle swarm optimization to vehicle routing problem with fuzzy demands
A partcle swarm optmzato to vehcle routg problem wth fuzzy demads Yag Peg, Ye-me Qa A partcle swarm optmzato to vehcle routg problem wth fuzzy demads Yag Peg 1,Ye-me Qa 1 School of computer ad formato
More informationOn Error Detection with Block Codes
BULGARIAN ACADEMY OF SCIENCES CYBERNETICS AND INFORMATION TECHNOLOGIES Volume 9, No 3 Sofa 2009 O Error Detecto wth Block Codes Rostza Doduekova Chalmers Uversty of Techology ad the Uversty of Gotheburg,
More informationSHAPIRO-WILK TEST FOR NORMALITY WITH KNOWN MEAN
SHAPIRO-WILK TEST FOR NORMALITY WITH KNOWN MEAN Wojcech Zelńsk Departmet of Ecoometrcs ad Statstcs Warsaw Uversty of Lfe Sceces Nowoursyowska 66, -787 Warszawa e-mal: wojtekzelsk@statystykafo Zofa Hausz,
More informationAn Evaluation of Naïve Bayesian Anti-Spam Filtering Techniques
Proceedgs of the 2007 IEEE Workshop o Iformato Assurace Uted tates Mltary Academy, West Pot, Y 20-22 Jue 2007 A Evaluato of aïve Bayesa At-pam Flterg Techques Vkas P. Deshpade, Robert F. Erbacher, ad Chrs
More informationRegression Analysis. 1. Introduction
. Itroducto Regresso aalyss s a statstcal methodology that utlzes the relato betwee two or more quattatve varables so that oe varable ca be predcted from the other, or others. Ths methodology s wdely used
More informationhp calculators HP 12C Statistics - average and standard deviation Average and standard deviation concepts HP12C average and standard deviation
HP 1C Statistics - average ad stadard deviatio Average ad stadard deviatio cocepts HP1C average ad stadard deviatio Practice calculatig averages ad stadard deviatios with oe or two variables HP 1C Statistics
More informationOptimal Packetization Interval for VoIP Applications Over IEEE 802.16 Networks
Optmal Packetzato Iterval for VoIP Applcatos Over IEEE 802.16 Networks Sheha Perera Harsha Srsea Krzysztof Pawlkowsk Departmet of Electrcal & Computer Egeerg Uversty of Caterbury New Zealad sheha@elec.caterbury.ac.z
More informationCase Study. Normal and t Distributions. Density Plot. Normal Distributions
Case Study Normal ad t Distributios Bret Halo ad Bret Larget Departmet of Statistics Uiversity of Wiscosi Madiso October 11 13, 2011 Case Study Body temperature varies withi idividuals over time (it ca
More informationThe Present Value of an Annuity
Module 4.4 Page 492 of 944. Module 4.4: The Preset Value of a Auty Here we wll lear about a very mportat formula: the preset value of a auty. Ths formula s used wheever there s a seres of detcal paymets
More informationRepeating Decimals are decimal numbers that have number(s) after the decimal point that repeat in a pattern.
5.5 Fractios ad Decimals Steps for Chagig a Fractio to a Decimal. Simplify the fractio, if possible. 2. Divide the umerator by the deomiator. d d Repeatig Decimals Repeatig Decimals are decimal umbers
More informationChapter 5: Inner Product Spaces
Chapter 5: Ier Product Spaces Chapter 5: Ier Product Spaces SECION A Itroductio to Ier Product Spaces By the ed of this sectio you will be able to uderstad what is meat by a ier product space give examples
More informationThe analysis of annuities relies on the formula for geometric sums: r k = rn+1 1 r 1. (2.1) k=0
Chapter 2 Autes ad loas A auty s a sequece of paymets wth fxed frequecy. The term auty orgally referred to aual paymets (hece the ame), but t s ow also used for paymets wth ay frequecy. Autes appear may
More informationSecurity Analysis of RAPP: An RFID Authentication Protocol based on Permutation
Securty Aalyss of RAPP: A RFID Authetcato Protocol based o Permutato Wag Shao-hu,,, Ha Zhje,, Lu Sujua,, Che Da-we, {College of Computer, Najg Uversty of Posts ad Telecommucatos, Najg 004, Cha Jagsu Hgh
More informationCS103X: Discrete Structures Homework 4 Solutions
CS103X: Discrete Structures Homewor 4 Solutios Due February 22, 2008 Exercise 1 10 poits. Silico Valley questios: a How may possible six-figure salaries i whole dollar amouts are there that cotai at least
More informationExample 2 Find the square root of 0. The only square root of 0 is 0 (since 0 is not positive or negative, so those choices don t exist here).
BEGINNING ALGEBRA Roots ad Radicals (revised summer, 00 Olso) Packet to Supplemet the Curret Textbook - Part Review of Square Roots & Irratioals (This portio ca be ay time before Part ad should mostly
More information2-3 The Remainder and Factor Theorems
- The Remaider ad Factor Theorems Factor each polyomial completely usig the give factor ad log divisio 1 x + x x 60; x + So, x + x x 60 = (x + )(x x 15) Factorig the quadratic expressio yields x + x x
More information10/19/2011. Financial Mathematics. Lecture 24 Annuities. Ana NoraEvans 403 Kerchof AnaNEvans@virginia.edu http://people.virginia.
Math 40 Lecture 24 Autes Facal Mathematcs How ready do you feel for the quz o Frday: A) Brg t o B) I wll be by Frday C) I eed aother week D) I eed aother moth Aa NoraEvas 403 Kerchof AaNEvas@vrga.edu http://people.vrga.edu/~as5k/
More informationOn formula to compute primes and the n th prime
Joural's Ttle, Vol., 00, o., - O formula to compute prmes ad the th prme Issam Kaddoura Lebaese Iteratoal Uversty Faculty of Arts ad ceces, Lebao Emal: ssam.addoura@lu.edu.lb amh Abdul-Nab Lebaese Iteratoal
More informationOne-sample test of proportions
Oe-sample test of proportios The Settig: Idividuals i some populatio ca be classified ito oe of two categories. You wat to make iferece about the proportio i each category, so you draw a sample. Examples:
More informationTHE REGRESSION MODEL IN MATRIX FORM. For simple linear regression, meaning one predictor, the model is. for i = 1, 2, 3,, n
We will cosider the liear regressio model i matrix form. For simple liear regressio, meaig oe predictor, the model is i = + x i + ε i for i =,,,, This model icludes the assumptio that the ε i s are a sample
More informationApproximating Area under a curve with rectangles. To find the area under a curve we approximate the area using rectangles and then use limits to find
1.8 Approximatig Area uder a curve with rectagles 1.6 To fid the area uder a curve we approximate the area usig rectagles ad the use limits to fid 1.4 the area. Example 1 Suppose we wat to estimate 1.
More informationProjection model for Computer Network Security Evaluation with interval-valued intuitionistic fuzzy information. Qingxiang Li
Iteratoal Joural of Scece Vol No7 05 ISSN: 83-4890 Proecto model for Computer Network Securty Evaluato wth terval-valued tutostc fuzzy formato Qgxag L School of Software Egeerg Chogqg Uversty of rts ad
More information