![Problem 3 The goal of the problem is to test simple financial model. One of basic measures of risk for return of the asset X is Value at Risk 5%, denoted as VR. such value that P(X<-VaR 0.05 (a) Assuming uniform distribution X UI-4;6] find Vak? (b) Once Value at Risk is calculated based on some model (in our example Uniform), it may be backtested once real sample data is obtained. When return X, is less than -Vak, it is named hit. In a sample of 360 days there were 25 hits. Test null hypothesis that distribution of X, are independently uniformly UI-4:6] distributed and probability of hit is in fact 5%. Use 10% significance level. (e) Consider an alternative hypothesis that returns X, are independently normally distributed with constant volatility X,~N(0:2). Find probability of type II error of the test you performed in (b).](http://img.homeworklib.com/questions/d404bd20-4269-11ea-b10e-3d61559333db.png?x-oss-process=image/resize,w_560)
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Solve please only point C Problem 3 The goal of the problem is to test simple...
Problem 3 The goal of the problem is to test simple financial model. One of basic...
Problem 3 The goal of the problem is to test simple financial model. One of basic measures ofrisk for return of the asset X is "Value at Risk 5%", denoted as VaRs, such value that (a) Assuming uniform distribution X UI-4:6] find Vak" (b) Once Value at Risk is calculated based on some model (in our example Uniform), it may be backtested once real sample data is obtained. When return X, is less than -Va", it is named "hit". In...
To test Hy = 35 versus H, #35 a simple random sample of size 40 is...
To test Hy = 35 versus H, #35 a simple random sample of size 40 is obtained Complete parts achow Click the icon to view the table of critical t-values (a) Does the population have to be normally distributed to test this hypothesis by using distribution methods? Why? O A No-there are no constraints in order to perform a hypothesis test OB Yes-since the sample size is at not least 50, the underlying population does not need to be normally...
To test Ho: = 50 versus H=50, a simple random sample of size n = 40...
To test Ho: = 50 versus H=50, a simple random sample of size n = 40 is obtained. Complete parts (a) through below Click the icon to view the table of critical t-values (a) Does the population have to be normally distributed to test this hypothesis by using t-distribution methods? Why? O A. No-there are no constraints in order to perform a hypothesis test. O B. No-since the sample size is at least 30, the underlying population does not need...
For each problem below, state the distribution, list the parameter values and then solve the problem....
For each problem below, state the distribution, list the parameter values and then solve the problem. You may use Excel to solve but you still need to list the distribution name and parameter value(s). For example: Poisson distribution, x=5, p=0.24, P(5; 0.24) = 0.78 a) A skeet shooter hits a target with probability 0.6. What is the probability that they will hit at least four of the next five targets? b) You draw a random sample of 12 first graders...
hi..please help me to solve these problem. (15 marks) 3. Xi, X2, Xs, X4 is a...
hi..please help me to solve these problem.
(15 marks) 3. Xi, X2, Xs, X4 is a random sample from the Normal (0, 4) distribution. We want to test HO: θ 15 versus Hi: θ< 15. Let X_13x (a) Suppose we have two decision rules: Reject Ho if and only if () X <IS (II) X <12 Which one is better and why? (b) Instead of n 4, let n be an unknown. Let the decision rule now be: Reject Ho...
Which of the following statements is true? (a) If the calculated value of F statistic is...
Which of the following statements is true? (a) If the calculated value of F statistic is higher than the critical value, we reject the alternative hypothesis in favor of the null hypothesis. (b) The F statistic is always nonnegative as SSR, is never smaller than SSRur. (C) Degrees of freedom of a restricted model is always less than the de- grees of freedom of an unre- stricted model. (d) The F statistic is more flexible than the t statistic to...
PLEASE PLEASE PLEASE ANSWER THIS! ONLY THIS INFORMATION IS GIVEN!!! Problem 7. A test contains n...
PLEASE PLEASE PLEASE ANSWER THIS! ONLY THIS INFORMATION
IS GIVEN!!!
Problem 7. A test contains n = 3 true or false questions. Any given student answers each question correctly with a certain probability called the "success rate"), independently acorss questions. In the class, 80% of the students know the materials quite well and have a success rate of p1 = 0.9, so the number of correct answers they get follows Bn, Pı). The rest of the students do not know...
HW09: Problem 6 Problem Value: 8 point(s). Problem Score: 0%. Attempts Remaining: 3 attempts. (8 points) A electro...
HW09: Problem 6 Problem Value: 8 point(s). Problem Score: 0%. Attempts Remaining: 3 attempts. (8 points) A electronics manufacturer has developed a new type of remote control button that is designed to operate longer before failing to work consistently. A random sample of 26 of the new buttons is selected and each is tested in continuous operation until it fails to work consistently. The resulting lifetimes are found to have a sample mean of x = 1255.5 hours and a...
a through d please To test Ho = 50 versus Hy < 50, a random sample...
a through d please
To test Ho = 50 versus Hy < 50, a random sample of size n=23 is obtained from a population that is known to be normally distributed. Complete parts (a) through (d) below. Click here to view the t-Distribution Area in Right Tail (a) If x = 46 4 and s= 12.9, compute the test statistic. to-(Round to three decimal places as needed) (b) If the researcher decides to test this hypothesis at the a=0.05 level...
Question 6 (1 point) In JMP, to conduct a Hypothesis Test about one proportion using a...
Question 6 (1 point) In JMP, to conduct a Hypothesis Test about one proportion using a Z-test Use Analyze > Distribution. Then select the variable and then at the red triangle, select Test Probabilities and enter the hypothesized value in the dialogue box. Go to Add Ins. Select Hypothesis Test for One Proportion from the list, select Raw or Summarized data, pick the column that contains the variable and then type in the value associated with success EXACTLY the way...
Problem 3 The goal of the problem is to test simple financial model. One of basic measures ofrisk for return of the asset X is "Value at Risk 5%", denoted as VaRs, such value that (a) Assuming uniform distribution X UI-4:6] find Vak" (b) Once Value at Risk is calculated based on some model (in our example Uniform), it may be backtested once real sample data is obtained. When return X, is less than -Va", it is named "hit". In...
To test Hy = 35 versus H, #35 a simple random sample of size 40 is obtained Complete parts achow Click the icon to view the table of critical t-values (a) Does the population have to be normally distributed to test this hypothesis by using distribution methods? Why? O A No-there are no constraints in order to perform a hypothesis test OB Yes-since the sample size is at not least 50, the underlying population does not need to be normally...
To test Ho: = 50 versus H=50, a simple random sample of size n = 40 is obtained. Complete parts (a) through below Click the icon to view the table of critical t-values (a) Does the population have to be normally distributed to test this hypothesis by using t-distribution methods? Why? O A. No-there are no constraints in order to perform a hypothesis test. O B. No-since the sample size is at least 30, the underlying population does not need...
For each problem below, state the distribution, list the parameter values and then solve the problem. You may use Excel to solve but you still need to list the distribution name and parameter value(s). For example: Poisson distribution, x=5, p=0.24, P(5; 0.24) = 0.78 a) A skeet shooter hits a target with probability 0.6. What is the probability that they will hit at least four of the next five targets? b) You draw a random sample of 12 first graders...
hi..please help me to solve these problem.
(15 marks) 3. Xi, X2, Xs, X4 is a random sample from the Normal (0, 4) distribution. We want to test HO: θ 15 versus Hi: θ< 15. Let X_13x (a) Suppose we have two decision rules: Reject Ho if and only if () X <IS (II) X <12 Which one is better and why? (b) Instead of n 4, let n be an unknown. Let the decision rule now be: Reject Ho...
Which of the following statements is true? (a) If the calculated value of F statistic is higher than the critical value, we reject the alternative hypothesis in favor of the null hypothesis. (b) The F statistic is always nonnegative as SSR, is never smaller than SSRur. (C) Degrees of freedom of a restricted model is always less than the de- grees of freedom of an unre- stricted model. (d) The F statistic is more flexible than the t statistic to...
PLEASE PLEASE PLEASE ANSWER THIS! ONLY THIS INFORMATION
IS GIVEN!!!
Problem 7. A test contains n = 3 true or false questions. Any given student answers each question correctly with a certain probability called the "success rate"), independently acorss questions. In the class, 80% of the students know the materials quite well and have a success rate of p1 = 0.9, so the number of correct answers they get follows Bn, Pı). The rest of the students do not know...
HW09: Problem 6 Problem Value: 8 point(s). Problem Score: 0%. Attempts Remaining: 3 attempts. (8 points) A electronics manufacturer has developed a new type of remote control button that is designed to operate longer before failing to work consistently. A random sample of 26 of the new buttons is selected and each is tested in continuous operation until it fails to work consistently. The resulting lifetimes are found to have a sample mean of x = 1255.5 hours and a...
a through d please
To test Ho = 50 versus Hy < 50, a random sample of size n=23 is obtained from a population that is known to be normally distributed. Complete parts (a) through (d) below. Click here to view the t-Distribution Area in Right Tail (a) If x = 46 4 and s= 12.9, compute the test statistic. to-(Round to three decimal places as needed) (b) If the researcher decides to test this hypothesis at the a=0.05 level...
Question 6 (1 point) In JMP, to conduct a Hypothesis Test about one proportion using a Z-test Use Analyze > Distribution. Then select the variable and then at the red triangle, select Test Probabilities and enter the hypothesized value in the dialogue box. Go to Add Ins. Select Hypothesis Test for One Proportion from the list, select Raw or Summarized data, pick the column that contains the variable and then type in the value associated with success EXACTLY the way...
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