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Type: Posts; User: ctperng; Keyword(s):

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  1. Thread: Help

    by ctperng
    Replies
    3
    Views
    2,171

    I fixed the problem. The previous attempt assumed...

    I fixed the problem. The previous attempt assumed that the given data formed a "probability distribution", but it DOES NOT. (That is why the variance led to false result.)

    Please check.

    ctperng
  2. Thread: Help

    by ctperng
    Replies
    3
    Views
    2,171

    Try this: ...

    Try this:

    E(X)=15*0.05+(15+20v)*0.95*0.1+(15+20v+25v^2)*0.95 *0.9
    E(X^2)=15^2*0.05+(15+20v)^2*0.95*0.1+(15+20v+25v^2 )^2*0.95*0.9


    ctperng
  3. Thread: P[3h|2h]?

    by ctperng
    Replies
    6
    Views
    2,541

    According to the question, at least two cars are...

    According to the question, at least two cars are heart, so you should divide by the probability of getting (exactly two hearts and exactly three hearts).

    ctperng
  4. Replies
    1
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    1,768

    One way to do this is to use the Fourier...

    One way to do this is to use the Fourier transform and inverse Fourier transform, using the fact that F(f*g) = F(f)F(g), where F is Fourier transform, and * is the convolution. This seems tedious,...
  5. Replies
    8
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    4,257

    There is certainly no loss to trust you, but...

    There is certainly no loss to trust you, but there is reason of his/her confusion: Exam C is now offered 3 times a year, if I read it correctly.
    http://beanactuary.org/exams/cbt.cfm#dates

    jk2ff:...
  6. Replies
    3
    Views
    2,155

    The deposit of money between t and t+dt is...

    The deposit of money between t and t+dt is (8k+tk)dt = (8+t)kdt.

    What would be the maturity value of this at then end of 10 years?

    Answer: (8+t)kdt*e^{integral from t to 10 of delta(t)}, ...
  7. Replies
    10
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    3,146

    You are absolutely right. The problem is how to...

    You are absolutely right. The problem is how to interpret

    "I get 12 calls per week evenly distributed."

    If you fix the number of calls per week, and interpret even distributed as each call has...
  8. Replies
    10
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    3,146

    Thank you!

    Thank you!
  9. Replies
    10
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    3,146

    Interesting. Could you explain to me what you did...

    Interesting. Could you explain to me what you did in your simulation? (PM is fine.)

    To compute the probability of multinomial distribution, you could use exclusion-inclusion:

    The probability...
  10. Replies
    3
    Views
    1,883

    I believe in your calculation of P'(i)/P(i), you...

    I believe in your calculation of P'(i)/P(i), you are thinking of i as effective interest rate. So when you want to multiply interest rate change with the duration, you should compute the difference...
  11. Replies
    3
    Views
    1,883

    I like this: "I have gone back to first...

    I like this: "I have gone back to first principles to find modified duration by finding P'(i)/P(i). "

    According to my computation, this is about -3.61, and it contributes to the percentage price...
  12. As the previous post mentioned, your formula...

    As the previous post mentioned, your formula doesn't seem to be right: your sum will be greater than 1.

    Your question actually has been discussed in this forum:

    See my posts
    ...
  13. Replies
    1
    Views
    1,757

    Hi, You just need to solve the following...

    Hi,

    You just need to solve the following equation for δ (which is a constant now):

    100e^(10δ) + 100e^(5δ) = 316.45.

    (Hint: letting x = e^(5δ), the equation is 100x^2 + 100x =316.45; once...
  14. Replies
    3
    Views
    2,531

    Thanks, nomoreexams. I was wondering if...

    Thanks, nomoreexams.

    I was wondering if Jensen's inequality and Cauchy-Schwarz's inequality (for real variables, of course) are equivalent for the special case f(x) = x^2. A moment's reflection...
  15. Replies
    3
    Views
    2,531

    Jensenís inequality? (Well, I am not sure how one...

    Jensenís inequality? (Well, I am not sure how one solves this by it.)

    But this can be easily solved by Cauchy-Schwarz's inequality:

    (x^2 + 4y^2 + 9z^2)(1^2+(1/2)^2+(1/3)^2) >= (x + y + z)^2,...
  16. Replies
    3
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    2,290

    For example, (number of choices of colors to...

    For example, (number of choices of colors to apply on the 8 and 12 objects) = (12C4*8C4),

    (number of ways to arrange objects for the colors) = (number of ways to arrange 8 objects on * * * *,...
  17. Replies
    3
    Views
    2,290

    These are some hints: Thinking of it as a...

    These are some hints:

    Thinking of it as a coloring problem: 12 colors applying on 20 objects; the total number of ways is 12^20.
    Now for the desired outcomes, you need to pick 4 colors to apply...
  18. Replies
    7
    Views
    6,483

    If you make the following assumptions, then the...

    If you make the following assumptions, then the numbers would match:

    (1) each set calls exactly one repairer.
    (2) each set calls the repairer ramdonly, and independently

    When translated into...
  19. Replies
    22
    Views
    9,726

    = 0.022523*SQRT((H1-145)^2)...

    = 0.022523*SQRT((H1-145)^2) -0.01752*SQRT((H1-700)^2) -0.0045*SQRT((H1-1000)^2) +0.003008*SQRT((H1-2000)^2) -0.00201*SQRT((H1-5000)^2) +0.0015*SQRT((H1-10000)^2) -0.0006*SQRT((H1-25000)^2)...
  20. Replies
    22
    Views
    9,726

    Not a problem. You can add the function...

    Not a problem. You can add the function max(0,x-100000)*0.0028 to f(x), namely attach the following code to the Excel function above

    +MAX(0,H1-100000)*0.0028

    As for $$ concern, you look for...
  21. Replies
    22
    Views
    9,726

    You know what a function is, right? You can...

    You know what a function is, right? You can consult with any person about how to input a function in a calculator which allows you to define your own function.

    If your goal is just to compute, you...
  22. The concept you messed up is you are confused...

    The concept you messed up is you are confused with annuity with definition of nominal interest rate.

    Hope this clears up your confusion:

    (1) (1+i(p)/p)^p = 1+i, this is definition of nominal...
  23. Replies
    22
    Views
    9,726

    Alright, if you solve the system of equations I...

    Alright, if you solve the system of equations I mentioned earlier (either by hand or by using a calculator, say TI83 or TI84), you get the following numbers (there may be rounding error for the...
  24. Replies
    22
    Views
    9,726

    Right, I was being sloppy when I said it. But by...

    Right, I was being sloppy when I said it. But by approximation, the error is at most 1. :)

    ctperng
  25. Replies
    22
    Views
    9,726

    It is just approximation (very commonly used as...

    It is just approximation (very commonly used as linear interpolation). Yes, this would get back to question about what he really wants. No big deal to me, i just want to show that something not too...
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