![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 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. der an altermnative hypothesis that returns X, are independently normally distributed with constant volatility X, N(023). Find probability of type IIl error of the test you performed in (b).](http://img.homeworklib.com/questions/e952ea40-5240-11ea-b220-e99285f4d24b.png?x-oss-process=image/resize,w_560)
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Problem 3 The goal of the problem is to test simple financial model. One of basic...
Solve please only point C Problem 3 The goal of the problem is to test simple...
Solve please only point C
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...
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...
#3 One of the most common ways of measuring intelligence is the IQ test. IQ scores...
#3 One of the most common ways of measuring intelligence is the IQ test. IQ scores in the US population have an average of µ = 100 and a standard deviation of σ = 15. Suppose a researcher wanted to test whether socioeconomic status (SES) has an effect on IQ scores. The researcher takes a random sample of n = 100 people, selected from a list of the 1000 richest people in the United States. a. Based on this information,...
The desired percentage of SiO2 in a certain type of aluminous cement is 5.5. To test...
The desired percentage of SiO2 in a certain type of aluminous cement is 5.5. To test whether the true average percentage is 5.5 for a particular production facility, 16 independently obtained samples are analyzed. Suppose that the percentage of SiO2 in a sample is normally distributed with ? = 0.32 and that x = 5.21. (Use ? = 0.05.) (a) Does this indicate conclusively that the true average percentage differs from 5.5? State the appropriate null and alternative hypotheses. H0:...
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...
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...
The desired percentage of SiO2 in a certain type of aluminous cement is 5.5. To test...
The desired percentage of SiO2 in a certain type of aluminous cement is 5.5. To test whether the true average percentage is 5.5 for a particular production facility, 16 independently obtained samples are analyzed. Suppose that the percentage of SiO2 in a sample is normally distributed with σ = 0.30 and that x= 5.23. (Use α-0.05.) (a) Does this indicate conclusively that the true average percentage differs from 5.5? State the appropriate null and alternative hypotheses Hai μ < 5.5...
The desired percentage of SiO2 in a certain type of aluminous cement is 5.5. To test whether the ...
The desired percentage of SiO2 in a certain type of aluminous cement is 5.5. To test whether the true average percentage is 5.5 for a particular production facility, 16 independently obtained samples are analyzed. Suppose that the percentage of SiO2 in a sample is normally distributed with σ = 0.32 and that x = 5.22. (Use α = 0.05.) (a) Does this indicate conclusively that the true average percentage differs from 5.5? State the appropriate null and alternative hypotheses. H0:...
Probler 3 Problem 4 Problem 5 Problem 6 (8 points) A lectronics manufacturer has developed a...
Probler 3 Problem 4 Problem 5 Problem 6 (8 points) A lectronics 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 17 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 = 1245.6 hours and a sample standard deviation of 114.4. Independent...
Solve please only point C
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...
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...
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...
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...
The desired percentage of SiO2 in a certain type of aluminous cement is 5.5. To test whether the true average percentage is 5.5 for a particular production facility, 16 independently obtained samples are analyzed. Suppose that the percentage of SiO2 in a sample is normally distributed with σ = 0.30 and that x= 5.23. (Use α-0.05.) (a) Does this indicate conclusively that the true average percentage differs from 5.5? State the appropriate null and alternative hypotheses Hai μ < 5.5...
Probler 3 Problem 4 Problem 5 Problem 6 (8 points) A lectronics 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 17 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 = 1245.6 hours and a sample standard deviation of 114.4. Independent...
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