Algorithm Analysis. x is a member of the set P x is not a member of the set P The null or empty set. Cardinality: the number of members

Size: px
Start display at page:

Download "Algorithm Analysis. x is a member of the set P x is not a member of the set P The null or empty set. Cardinality: the number of members"

Transcription

1 Algorthm Aalyss Mathematcal Prelmares: Sets ad Relatos: A set s a collecto of dstgushable members or elemets. The members are usually draw from some larger collecto called the base type. Each member of a set s ether a prmtve elemet of the base type or s a set tself. Each value from the base type s ether the set or ot the set. For example, a set amed P mght be composed of the tegers 3, 4, ad 5. I the case, P s members are 3, 4, 5 ad the base type s teger. The table below shows the symbols commoly used to express sets ad ther relatoshps. Let s have two sets P ad Q {,4 A set composed of members ad 4 {x x s a postve A set defto usg a membershp teger codto x P x s a member of the set P x P x s ot a member of the set P The ull or empty set P Cardalty: the umber of members P Q Q P P Q P Q set P Set P s cluded set Q: set P s a subset of set Q set Q s a superset of set P Set Uo: all elemets belogg to P or Q Set Itersecto: all elemets belogg

2 P Q to P ad Q Set dfferece: all elemets of set P NOT set Q The powerset of a set S, s the set of all possble subsets for S. A sequece s a collecto of elemets wth a order, ad whch may cota duplcate-valued elemets. A sequece s sometmes called a tuple or a vector. A relato R over a set S s a set of ordered pars from S. We defe the followg propertes of relatos, where R s a bary relato over set S R s reflexve f ara for all a S R s symmetrc f wheever arb, the bra for all a,b S R s atsymmetrc f wheever arb ad bra the a=b for all a,b S R s trastve f wheever arb, ad brc, the arc for all a,b, c S R s a equvalece relato o set S f t s reflexve, symmetrc ad trastve A bary relato s called a partal order f t s reflexve, atsymmetrc ad trastve Some Importat fuctos:

3 Factoral fucto: the factoral fucto wrtte! for postve teger, s the product of the umbers betwee ad cluded. Thus 5!= The factoral fucto grows quckly as becomes larger. Permutatos: A permutato of a sequece s the members of the sequece arraged some order. If a sequece cotas dstct members, the there are! dfferet permutatos for the sequece. Boolea varables: A Boolea varable s a varable that takes oe of the two values: true or false. Floor ad celg: The floor of x( wrtte (x) takes a real value x ad returs the greatest teger x, example 3.4 returs 3, as does 3.0. The celg of x (wrtte x) takes real value x ad returs the least teger x. Example 3.4 returs 4. Modulus operator: The modulus (or mod) fucto returs the remader of a teger dvso. Sometmes wrtte as mod m or %m

4 Logarthm: A logarthm of base b for value y s the power to whch b s rased to get y. Ths s wrtte as log b y= x. Thus, f log b y = x, the b x = y ad b log b y = y I most applcatos we ll see, we use a logarthm base of two. Logarthms have the followg propertes, for ay postve values of m, ad r ad ay postve tegers a ad b:. log m= log m + log 2. log /m= log - log m 3. log r = r log 4. log a = log b / log b a Algorthm Defto: A algorthm s a step-by-step method of solvg some problem. A algorthm has a fte set of structo havg the followg characterstcs: - Precso: The steps are precsely stated. - Uqueess: The termedary results of each step of executo are uquely defed ad deped oly o the puts ad the results of the precedg steps - Fteess: The algorthm stops after a ftely may structos have bee executed. - Iput: The algorthm receves put - Output: The algorthm produces output - Geeralty : The algorthm apples to a set of puts

5 Recurso: A algorthm s recursve f t calls tself to do part of ts work. For ths to be successful, the call to tself must be o a smaller problem tha the orgal oe. A recursve algorthm has two parts: - the base case, whch hadles a smple put that ca be solved wthout usg recurso ad -the recursve part whch cotas oe or more recursve calls to the algorthm where the parameters are some sese closer to the base case. May data structures are aturally recursve, that they ca be defed as beg made up of smlar parts. May tree structures are ofte represeted recursvely. May searchg ad sortg algorthms are based o a strategy of dvde ad coquer. That s the soluto s foud by breakg dow the problem to smaller (smlar) subproblems, solvg the subproblems the combg the subproblem soluto to form the soluto to the orgal problem. Ths process s mplemeted va recurso. Summatos ad recurreces: Most programs cota loop costructs. Whe aalyzg tme cost for programs wth loops, we eed to add up the cost for each tme the loop s executed. Ths s a example of summato. The followg s a lst of useful summatos, alog wth ther closed-form solutos:

6 (6) (5) (4) 0 (3) log (2) () 2 ) ( 0 0 log a for a a a a for a a Estmatg Estmatg ca be formalzed by the followg three-step process:. Determe the major parameters that affect the problem. 2. Derve a equato that relates the parameters to the problem. 3. Select values for the parameters ad apply the equato to yeld a estmated soluto.

7 Itroducto to Algorthm Aalyss: Algorthm aalyss measures the effcecy of a algorthm or ts mplemetato as a program, as the put sze becomes large. Typcally, we wll aalyze the tme requred for a algorthm ad the space requred for a data structure, Of prmary cosderato whe estmatg a algorthm performace s the umber of basc operatos requred by the algorthm to process a put of a certa sze. Sze ofte refers to the umber of puts beg processed. A basc operato must have the property that ts tme to complete does ot deped o the partcular value of ts operads. (addg, comparg two tegers versus summg a array of tegers) Cosder a smple algorthm to solve the problem of fdg the largest value a array of tegers. The algorthm looks at each teger tur, savg the posto of the largest value see so far. Ths algorthm s called the largest-value sequetal search: t largest(t array[], t ) { t currlarge =0; for (t =; <; ++) f (array[currlarge] <array[]) currlarge=; retur currlarge; ms per operato

8 =00, tme = = 000, tme= 2(999) +5= 998+5= 2003ms Here the sze of the problem s ; the umber of tegers stored array. The basc operato s to compare a teger s value to that of the largest see so far. It s assumed that t takes a fxed amout of tme to do oe such comparso, regardless of the value of the two tegers or ther posto the array. Sce the most mportat factor affectg the rug tme s the sze of the put, for a gve put sze we say that the tme T to ru the algorthm s a fucto of or T(). Let us call c the tme requred to compare two tegers. We are ot cocered wth the tme requred to cremet varable, or the tme of actual assgmets. Therefore, a good approxmato of the total tme requred to ru largest s c, sce we must make comparsos, wth each oe costg c tme. We say the fucto largest rug tme s expressed by the equato: T() = c The equato descrbes the growth rate for the rug tme of the largest value sequetal search algorthm The growth rate for a algorthm s the rate at whch the cost of the algorthm grows as the sze of the put grows. A growth rate of c s referred to as lear growth rate or rug tme. A algorthm whose rug-tme equato has a hghest order term cotag a factor of 2 s sad to be quadratc.

9 If the term of the equato s 2, we say that the algorthm has a expoetal growth rate. Best, Worst ad Average Cases: Best-Case Tme: The mmum tme eeded to execute the algorthm for a seres of put all of sze. Worst-Case Tme: The maxmum tme eeded to execute the algorthm for a seres of put all of sze. Average-Case Tme: The average tme eeded to execute the algorthm for a seres of put all of sze. Ofte, we are more terested how the best-case or the worst-case grows as the tme grows. For example, suppose that the worst case tme of a algorthm s: T() = , for put of sze. For large, the term 60 2 s approxmately equal to t(). I ths sese, t() grows lke T() = t()= , ,50 60, 005,00 6, 000,050, , ,000,000 6,000,000,000

10 Whe, we descrbe how the best case tme ad the worst case tme grows as the sze of the put creases, we oly look for the domat term ad gore the others, other words, we ca say that t() grows lke 2 as creases. We say ths case that t() s of order 2 ad we wrte: t() = ( 2 ) (read as t() s theta of 2 ) Let f ad g be fuctos wth doma {, 2, 3,. Bg Oh Notato: We wrte: f() = O(g()) Ad we say that f() s of order at most g() f there exsts a postve costat C such that f() C g() for all but a ftely may postve tegers.(worst case) Omega Notato: We wrte: f() = (g()) Ad we say that f() s of order at least g() f there exsts a postve costat C2 such that f() C2 g() for all but a ftely may postve tegers. (best case) Theta Notato: We wrte:

11 f() = (g()) Ad we say that f() s of order g() f f() = O(g()) ad f() = (g()). Fdg the Theta fucto of a fucto: I order to fd the Theta fucto of a fucto f(), we eed to fd two costats C ad C2 so that: f() C g() ad f() C2 g() wth g() = 2 Example: Fdg C = 66 2 for So we ca take C = = O ( 2 ) Fdg C So we ca take C2 = = ( 2 )

12 Sce = O ( 2 ) ad = ( 2 ) we say that = ( 2 ) Ths method ca be used to show that a polyomal of degree k wth o egatve coeffcet s ( k ) Order of growth of some commo fuctos: O() < O(log ) < O() < O( * log ) < O( 2 ) < O( 3 ) < O(2 ) Executo tme of Programmg Costructs We wll study the aalyss of the rug tmes usg several algorthms. Costat Tme: - We wll assume that operatos o prmtve data type values (such as addto, subtractos) ca be performed wth a costat amout of tme. - Assgmet of a prmtve value to a varable also requres oly a costat tme. - A fxed sequece of costat tme operatos performed o a structure stll requres oly costat tme. - The maxmum tme t takes to perform a codtoal f statemet s the sum of the tmes t takes to perform a test ad the maxmum tmes requred by ether alteratve. If all three ca be performed costat tme, the the tme to execute the f statemet ca stll be bouded by some costat value.

13 - Eve legthy procedures, f they do ot clude loops or procedure calls, the the total executo tme must rema costat. Smple Loops: A loop that performs a costat umber of teratos s stll cosdered to be executg costat tme. Example: for (t = ; <=00; ++) array[]=; More commoly, the umber of teratos a loop wll perform s determed by put values. To descrbe the rug tme of a loop we eed to characterze how may teratos the loop wll perform ad the multply ths value by the rug tme of the body of the loop. The smplest case occurs whe the lmts of the loop are fxed by the put value, ad the body of the loop uses costat tme. Example of a program that returs the smallest value the vector:

14 double mmum (double values [], usged t ) { assert (>); double mvalue= values[0]; for (usged t =; <; ++) { f (values[] < mvalue) mvalue= values[]; retur mvalue; Here the loop wll clearly execute tmes. Because at each terato we are performg at most oe comparso ad oe assgmet, the executo tme for the body of the loop s costat. The total rug tme for the procedure s therefore O(). Case 2: bool sprme (usged t ) { for (usged t = 2; * <= ; ++) { f ( % = = 0) retur false; retur true; I ths case, the loop termates whe the value of the loop varable exceeds the square root of the orgal value. Thus, the umber of teratos s approxmately.

15 Because each terato of the loop s performed a costat amout of tme, the etre algorthm s sad to be O( ). The algorthmc executo tme represets the worst case executo tme. Nested Loops: The executo tme for a loop statemet s the umber of teratos of the loop multpled by the executo tme of the body of the loop. Case : The smplest case occurs whe the lmts of the loops are depedet of oe aother. I ths stuato, the executo tme s the product of the values represetg the umber of tmes each loop wll terate multpled by the executo tme of the body. Example: A classc algorthm for multplyg two by matrces, to produce a ew by matrx product. vod matprod( double a[][], double b[][],double c[][]) { for (usged t =0; <; ++) { for ( usged t j =0; j < ; j ++) { c[][j]= 0.0; for (usged t k =0; k < ; k++){ c[][j] +=a[][k]*b[k][j];

16 The umber of teratos each loop s. The body of the ermost loop, whch performs oly a multplcato, a addto, ad a assgmet, s costat tme. Therefore the total rug tme s O( 3 ). Case 2: A slghtly more complex aalyss s requred whe the lmts of teratos for the er loop s lked to a elemet the outer loop. A example of ths s bubblesort: double v[0]={5, 4, 7, 6, 2, 9,, 89, 35, vod bubblesort( double v [], usged t ) { for (usged t = -; > 0; --){ for (usged t j =0; j <; j++) { f ( v[j] > v[j+]) { double temp = v[j]; v[j]= v[j+]; v[j+] = temp; for (k=0; k< ; k++) cout << v[k]; To determe the rug tme of ths procedure, we ca smulate o a few values. O the frst terato of the outermost loop, the er loop wll execute - tmes. O the secod terato of the outermost loop, the ermost loop wll execute -2 tme, ad so o.

17 The umber of teratos s therefore: (-) + (-2)+.+ = ( ) 2 Cosequetly, ths algorthm has a rug tme of O( 2 ) Whle loops: The aalyss of whle loops s smlar to that of for loops. The key s to determe the umber of teratos the loop wll perform. Case : vod sertosort (double v [], usged t ) { for (usged t = ; < ; ++) { double elemet = v[]; t j = -; whle (j >=0 && elemet < v[j]) { v[j+] = v[j]; j= j -; v[j+]= elemet; Ulke the bubble sort algorthm, the serto sort algorthm places the lower porto, of the array to sequece frst. Each ew value s serted to place, sldg elemets over utl the proper locato for each ew value s establshed.

18 The outer loop executes steps. The er loop may termate early, but the worst case must shft over elemets all the way to the bottom. We see, therefore, that the worst case the umber of teratos of the er loop follows the patter: (-). As we have see, the sum of ths seres s the algorthm s O( 2 ). ( ) 2 ad thus Aother classc example of a otrval whle loop occurs the bary search algorthm. Here we assume that the put vector s a already ordered collecto of values. The task s to determe f a partcular value occurs the lst ad, f ot, the posto mmedately pror to the locato where the elemets would be placed: usged t barysearch(double v[], usged t, double value) { usged t low =0; usged t hgh =; whle (low < hgh) { usged md= (low +hgh)/2; f (v[md] < value) low = md +; else hgh = md; retur low;

19 The program works by repeatedly dvdg half the rage of values beg searched. Because there were orgally values, we kow the umber of tmes the collecto ca be subdvded s o larger tha roughly log (see ote). Ths s suffcet to tell us that the etre procedure s O(log ) Note: The log(base 2) of a postve value x s approxmately equal to the umber of tmes that x ca be dvded by 2. logarthms CS are, almost varably, used wth a base value of 2. Fucto call: Whe fucto or procedure calls occur, the rug tme of the call s take to be the rug tme of the operatos assocated wth the procedure. Suppose we wat to prt the values of all prme umbers less tha. We could use a algorthm such as the followg: vod prtprmes (usged t ) { for (usged t = 2; <=; ++) { f (sprme()) cout << << s prme \ ; else cout << << s ot a prme\ ;

20 We kow the executo tme of the sprme route s O( ). Because we are makg roughly calls, the total rug tme of the procedure s o greater tha O( ) Executo tmes for a task usg = 0 5 assumg 0 6 operatos ca be performed per secod. fucto log log Rug tme More tha a cetury 3.7 years 2.8 hours 3.6 secods.2 secods 0. secods 3.2 x 0-4 secods.2 x 0-5 secods

Sorting. Data Structures LECTURE 4. Comparison-based sorting. Sorting algorithms. Quick-Sort. Example (1) Pivot

Sorting. Data Structures LECTURE 4. Comparison-based sorting. Sorting algorithms. Quick-Sort. Example (1) Pivot Data Structures, Sprg 004. Joskowcz Data Structures ECUE 4 Comparso-based sortg Why sortg? Formal aalyss of Quck-Sort Comparso sortg: lower boud Summary of comparso-sortg algorthms Sortg Defto Iput: A

More information

Lecture 9 February 21

Lecture 9 February 21 Math 239: Dscrete Mathematcs for the Lfe Sceces Sprg 2008 Lecture 9 February 21 Lecturer: Lor Pachter Scrbe/ Edtor: Sudeep Juvekar/ Alle Che 9.1 What s a Algmet? I ths lecture, we wll defe dfferet types

More information

Forecasting the Movement of Share Market Price using Fuzzy Time Series

Forecasting the Movement of Share Market Price using Fuzzy Time Series Iteratoal Joural of Fuzzy Mathematcs ad Systems. Volume 1, Number 1 (2011), pp. 73-79 Research Ida Publcatos http://www.rpublcato.com Forecastg the Movemet of Share Market Prce usg Fuzzy Tme Seres B.P.

More information

Monetary fee for renting or loaning money.

Monetary fee for renting or loaning money. Ecoomcs Notes The follow otes are used for the ecoomcs porto of Seor Des. The materal ad examples are extracted from Eeer Ecoomc alyss 6 th Edto by Doald. Newa, Eeer ress. Notato Iterest rate per perod.

More information

ON MAXIMAL IDEAL OF SKEW POLYNOMIAL RINGS OVER A DEDEKIND DOMAIN

ON MAXIMAL IDEAL OF SKEW POLYNOMIAL RINGS OVER A DEDEKIND DOMAIN Far East Joural of Mathematcal Sceces (FJMS) Volume, Number, 013, Pages Avalable ole at http://pphmj.com/jourals/fjms.htm Publshed by Pushpa Publshg House, Allahabad, INDIA ON MAXIMAL IDEAL OF SKEW POLYNOMIAL

More information

? Economical statistics

? Economical statistics Probablty calculato ad statstcs Probablty calculato Mathematcal statstcs Appled statstcs? Ecoomcal statstcs populato statstcs medcal statstcs etc. Example: blood type Dstrbuto A AB B Elemetary evets: A,

More information

IEOR 130 Methods of Manufacturing Improvement Fall, 2017 Prof. Leachman Solutions to First Homework Assignment

IEOR 130 Methods of Manufacturing Improvement Fall, 2017 Prof. Leachman Solutions to First Homework Assignment IEOR 130 Methods of Maufacturg Improvemet Fall, 2017 Prof. Leachma Solutos to Frst Homework Assgmet 1. The scheduled output of a fab a partcular week was as follows: Product 1 1,000 uts Product 2 2,000

More information

STATIC GAMES OF INCOMPLETE INFORMATION

STATIC GAMES OF INCOMPLETE INFORMATION ECON 10/410 Decsos, Markets ad Icetves Lecture otes.11.05 Nls-Herk vo der Fehr SAIC GAMES OF INCOMPLEE INFORMAION Itroducto Complete formato: payoff fuctos are commo kowledge Icomplete formato: at least

More information

Chapter 4. More Interest Formulas

Chapter 4. More Interest Formulas Chapter 4 More Iterest ormulas Uform Seres Compoud Iterest ormulas Why? May paymets are based o a uform paymet seres. e.g. automoble loas, house paymets, ad may other loas. 2 The Uform aymet Seres s 0

More information

Gene Expression Data Analysis (II) statistical issues in spotted arrays

Gene Expression Data Analysis (II) statistical issues in spotted arrays STATC4 Sprg 005 Lecture Data ad fgures are from Wg Wog s computatoal bology course at Harvard Gee Expresso Data Aalyss (II) statstcal ssues spotted arrays Below shows part of a result fle from mage aalyss

More information

Sample Survey Design

Sample Survey Design Sample Survey Desg A Hypotetcal Exposure Scearo () Assume we kow te parameters of a worker s exposure dstrbuto of 8-our TWAs to a cemcal. As t appes, te worker as four dfferet types of days wt regard to

More information

Chapter 4. More Interest Formulas

Chapter 4. More Interest Formulas Chapter 4 More Iterest ormulas Uform Seres Compoud Iterest ormulas Why? May paymets are based o a uform paymet seres. e.g. automoble loas, house paymets, ad may other loas. 2 The Uform aymet Seres s 0

More information

- Inferential: methods using sample results to infer conclusions about a larger pop n.

- Inferential: methods using sample results to infer conclusions about a larger pop n. Chapter 6 Def : Statstcs: are commoly kow as umercal facts. s a feld of dscple or study. I ths class, statstcs s the scece of collectg, aalyzg, ad drawg coclusos from data. The methods help descrbe ad

More information

Consult the following resources to familiarize yourself with the issues involved in conducting surveys:

Consult the following resources to familiarize yourself with the issues involved in conducting surveys: Cofdece Itervals Learg Objectves: After completo of ths module, the studet wll be able to costruct ad terpret cofdece tervals crtcally evaluate the outcomes of surveys terpret the marg of error the cotext

More information

Valuation of Asian Option

Valuation of Asian Option Mälardales Uversty västerås 202-0-22 Mathematcs ad physcs departmet Project aalytcal face I Valuato of Asa Opto Q A 90402-T077 Jgjg Guo89003-T07 Cotet. Asa opto------------------------------------------------------------------3

More information

FINANCIAL MATHEMATICS : GRADE 12

FINANCIAL MATHEMATICS : GRADE 12 FINANCIAL MATHEMATICS : GRADE 12 Topcs: 1 Smple Iterest/decay 2 Compoud Iterest/decay 3 Covertg betwee omal ad effectve 4 Autes 4.1 Future Value 4.2 Preset Value 5 Skg Fuds 6 Loa Repaymets: 6.1 Repaymets

More information

Mathematics 1307 Sample Placement Examination

Mathematics 1307 Sample Placement Examination Mathematcs 1307 Sample Placemet Examato 1. The two les descrbed the followg equatos tersect at a pot. What s the value of x+y at ths pot of tersecto? 5x y = 9 x 2y = 4 A) 1/6 B) 1/3 C) 0 D) 1/3 E) 1/6

More information

Deriving & Understanding the Variance Formulas

Deriving & Understanding the Variance Formulas Dervg & Uderstadg the Varace Formulas Ma H. Farrell BUS 400 August 28, 205 The purpose of ths hadout s to derve the varace formulas that we dscussed class ad show why take the form they do. I class we

More information

Random Variables. Discrete Random Variables. Example of a random variable. We will look at: Nitrous Oxide Example. Nitrous Oxide Example

Random Variables. Discrete Random Variables. Example of a random variable. We will look at: Nitrous Oxide Example. Nitrous Oxide Example Radom Varables Dscrete Radom Varables Dr. Tom Ilveto BUAD 8 Radom Varables varables that assume umercal values assocated wth radom outcomes from a expermet Radom varables ca be: Dscrete Cotuous We wll

More information

TOPIC 7 ANALYSING WEIGHTED DATA

TOPIC 7 ANALYSING WEIGHTED DATA TOPIC 7 ANALYSING WEIGHTED DATA You do t have to eat the whole ox to kow that the meat s tough. Samuel Johso Itroducto dfferet aalyss for sample data Up utl ow, all of the aalyss techques have oly dealt

More information

0.07 (12) i 1 1 (12) 12n. *Note that N is always the number of payments, not necessarily the number of years. Also, for

0.07 (12) i 1 1 (12) 12n. *Note that N is always the number of payments, not necessarily the number of years. Also, for Chapter 3, Secto 2 1. (S13HW) Calculate the preset value for a auty that pays 500 at the ed of each year for 20 years. You are gve that the aual terest rate s 7%. 20 1 v 1 1.07 PV Qa Q 500 5297.01 0.07

More information

Online Encoding Algorithm for Infinite Set

Online Encoding Algorithm for Infinite Set Ole Ecodg Algorthm for Ifte Set Natthapo Puthog, Athast Surarers ELITE (Egeerg Laboratory Theoretcal Eumerable System) Departmet of Computer Egeerg Faculty of Egeerg, Chulalogor Uversty, Pathumwa, Bago,

More information

Overview. Linear Models Connectionist and Statistical Language Processing. Numeric Prediction. Example

Overview. Linear Models Connectionist and Statistical Language Processing. Numeric Prediction. Example Overvew Lear Models Coectost ad Statstcal Laguage Processg Frak Keller keller@col.u-sb.de Computerlgustk Uverstät des Saarlades classfcato vs. umerc predcto lear regresso least square estmato evaluatg

More information

CHAPTER - IV STANDARDIZED CUSUM MEDIAN CONTROL CHART

CHAPTER - IV STANDARDIZED CUSUM MEDIAN CONTROL CHART A Study o Process Varablty usg CUSUM ad Fuzzy Cotrol Charts Ph.D Thess CHAPTER - IV STANDARDIZED CUSUM MEDIAN CONTROL CHART. Itroducto: I motorg e process mea, e Mea ( X ) cotrol charts, ad cumulatve sum

More information

Probability and Statistical Methods. Chapter 8 Fundamental Sampling Distributions

Probability and Statistical Methods. Chapter 8 Fundamental Sampling Distributions Math 3 Probablty ad Statstcal Methods Chapter 8 Fudametal Samplg Dstrbutos Samplg Dstrbutos I the process of makg a ferece from a sample to a populato we usually calculate oe or more statstcs, such as

More information

Probability and Statistical Methods. Chapter 8 Fundamental Sampling Distributions

Probability and Statistical Methods. Chapter 8 Fundamental Sampling Distributions Math 3 Probablty ad Statstcal Methods Chapter 8 Fudametal Samplg Dstrbutos Samplg Dstrbutos I the process of makg a ferece from a sample to a populato we usually calculate oe or more statstcs, such as

More information

The Complexity of General Equilibrium

The Complexity of General Equilibrium Prof. Ja Bhattachara Eco --Sprg 200 Welfare Propertes of Market Outcomes Last tme, we covered equlbrum oe market partal equlbrum. We foud that uder perfect competto, the equlbrum prce ad quatt mamzed the

More information

May 2005 Exam Solutions

May 2005 Exam Solutions May 005 Exam Soluto 1 E Chapter 6, Level Autes The preset value of a auty-mmedate s: a s (1 ) v s By specto, the expresso above s ot equal to the expresso Choce E. Soluto C Chapter 1, Skg Fud The terest

More information

Inferential: methods using sample results to infer conclusions about a larger population.

Inferential: methods using sample results to infer conclusions about a larger population. Chapter 1 Def : Statstcs: 1) are commoly kow as umercal facts ) s a feld of dscple or study Here, statstcs s about varato. 3 ma aspects of statstcs: 1) Desg ( Thk ): Plag how to obta data to aswer questos.

More information

Optimal Reliability Allocation

Optimal Reliability Allocation Optmal Relablty Allocato Yashwat K. Malaya malaya@cs.colostate.edu Departmet of Computer Scece Colorado State Uversty Relablty Allocato Problem Allocato the relablty values to subsystems to mmze the total

More information

0.07. i PV Qa Q Q i n. Chapter 3, Section 2

0.07. i PV Qa Q Q i n. Chapter 3, Section 2 Chapter 3, Secto 2 1. (S13HW) Calculate the preset value for a auty that pays 500 at the ed of each year for 20 years. You are gve that the aual terest rate s 7%. 20 1 v 1 1.07 PV Qa Q 500 5297.01 0.07

More information

GAUTENG DEPARTMENT OF EDUCATION SENIOR SECONDARY INTERVENTION PROGRAMME MATHEMATICS GRADE 12 SESSION 3 (LEARNER NOTES)

GAUTENG DEPARTMENT OF EDUCATION SENIOR SECONDARY INTERVENTION PROGRAMME MATHEMATICS GRADE 12 SESSION 3 (LEARNER NOTES) MATHEMATICS GRADE SESSION 3 (LEARNER NOTES) TOPIC 1: FINANCIAL MATHEMATICS (A) Learer Note: Ths sesso o Facal Mathematcs wll deal wth future ad preset value autes. A future value auty s a savgs pla for

More information

Supplemental notes for topic 9: April 4, 6

Supplemental notes for topic 9: April 4, 6 Sta-30: Probablty Sprg 017 Supplemetal otes for topc 9: Aprl 4, 6 9.1 Polyomal equaltes Theorem (Jese. If φ s a covex fucto the φ(ex Eφ(x. Theorem (Beaymé-Chebyshev. For ay radom varable x, ɛ > 0 P( x

More information

A Hierarchical Multistage Interconnection Network

A Hierarchical Multistage Interconnection Network A Herarchcal Multstage Itercoecto Networ Mohtar Aboelaze Dept. of Computer Scece Yor Uversty Toroto, ON. CANADA M3J P3 aboelaze@cs.yoru.ca Kashf Al Dept. of Computer Scece Yor Uversty Toroto, ON. CANADA

More information

MOMENTS EQUALITIES FOR NONNEGATIVE INTEGER-VALUED RANDOM VARIABLES

MOMENTS EQUALITIES FOR NONNEGATIVE INTEGER-VALUED RANDOM VARIABLES MOMENTS EQUALITIES FOR NONNEGATIVE INTEGER-VALUED RANDOM VARIABLES MOHAMED I RIFFI ASSOCIATE PROFESSOR OF MATHEMATICS DEPARTMENT OF MATHEMATICS ISLAMIC UNIVERSITY OF GAZA GAZA, PALESTINE Abstract. We preset

More information

The Application of Asset Pricing to Portfolio Management

The Application of Asset Pricing to Portfolio Management Clemso Ecoomcs The Applcato of Asset Prcg to Portfolo Maagemet The Nature of the Problem Portfolo maagers have two basc problems. Frst they must determe whch assets to hold a portfolo, ad secod, they must

More information

LECTURE 5: Quadratic classifiers

LECTURE 5: Quadratic classifiers LECURE 5: Quadratc classfers Bayes classfers for Normally dstrbuted classes Case : σ I Case : ( daoal) Case : ( o-daoal) Case : σ I Case 5: j eeral case Numercal example Lear ad quadratc classfers: coclusos

More information

901 Notes: 16.doc Department of Economics Clemson University PRODUCTION THEORY 1

901 Notes: 16.doc Department of Economics Clemson University PRODUCTION THEORY 1 90 Notes: 6.doc Departmet of Ecoomcs Clemso Uversty PRODUCTION THEORY The eoclasscal theory of the frm s ot a theory about dustral orgazato but rather a theory about the relato betwee put ad output prces.

More information

APPENDIX M: NOTES ON MOMENTS

APPENDIX M: NOTES ON MOMENTS APPENDIX M: NOTES ON MOMENTS Every stats textbook covers the propertes of the mea ad varace great detal, but the hgher momets are ofte eglected. Ths s ufortuate, because they are ofte of mportat real-world

More information

= 1. UCLA STAT 13 Introduction to Statistical Methods for the Life and Health Sciences. Parameters and Statistics. Measures of Centrality

= 1. UCLA STAT 13 Introduction to Statistical Methods for the Life and Health Sciences. Parameters and Statistics. Measures of Centrality UCLA STAT Itroducto to Statstcal Methods for the Lfe ad Health Sceces Istructor: Ivo Dov, Asst. Prof. of Statstcs ad Neurolog Teachg Assstats: Brad Shaata & Tffa Head Uverst of Calfora, Los Ageles, Fall

More information

6. Loss systems. ELEC-C7210 Modeling and analysis of communication networks 1

6. Loss systems. ELEC-C7210 Modeling and analysis of communication networks 1 ELEC-C72 Modelg ad aalyss of commucato etwors Cotets Refresher: Smple teletraffc model Posso model customers, servers Applcato to flow level modellg of streamg data traffc Erlag model customers, ; servers

More information

FINANCIAL MATHEMATICS GRADE 11

FINANCIAL MATHEMATICS GRADE 11 FINANCIAL MATHEMATICS GRADE P Prcpal aout. Ths s the orgal aout borrowed or vested. A Accuulated aout. Ths s the total aout of oey pad after a perod of years. It cludes the orgal aout P plus the terest.

More information

AMS Final Exam Spring 2018

AMS Final Exam Spring 2018 AMS57.1 Fal Exam Sprg 18 Name: ID: Sgature: Istructo: Ths s a close book exam. You are allowed two pages 8x11 formula sheet (-sded. No cellphoe or calculator or computer or smart watch s allowed. Cheatg

More information

Types of Sampling Plans. Types of Sampling Plans. Sampling Procedures. Probability Samples -Simple Random sample -Stratified sample -Cluster sample

Types of Sampling Plans. Types of Sampling Plans. Sampling Procedures. Probability Samples -Simple Random sample -Stratified sample -Cluster sample Samplg Procedures Defe the Populato Idetfy the Samplg Frame Select a Samplg Procedure Determe the Sample Sze Select the Sample Elemets Collect the Data Types of Samplg Plas o-probablty Samples -Coveece

More information

Linear regression II

Linear regression II CS 75 Mache Learg Lecture 9 Lear regresso II Mlos Hauskrecht mlos@cs.ptt.eu 539 Seott Square Lear regresso Fucto f : X Y Y s a lear combato of put compoets f ( w w w w w w, w, w k - parameters (weghts

More information

Making Even Swaps Even Easier

Making Even Swaps Even Easier Mauscrpt (Jue 18, 2004) Makg Eve Swaps Eve Easer Jyr Mustaok * ad Ramo P. Hämäläe Helsk Uversty of Techology Systems Aalyss Laboratory P.O. Box 1100, FIN-02015 HUT, Flad E-mals: yr.mustaok@hut.f, ramo@hut.f

More information

The Firm. The Firm. Maximizing Profits. Decisions. ECON 370: Microeconomic Theory Summer 2004 Rice University Stanley Gilbert

The Firm. The Firm. Maximizing Profits. Decisions. ECON 370: Microeconomic Theory Summer 2004 Rice University Stanley Gilbert The Frm The Frm ECON 370: Mcroecoomc Theory Summer 004 Rce Uversty Staley Glbert A Frm s a mechasm for covertg labor, captal ad raw materals to desrable goods A frm s owed by cosumers ad operated for the

More information

On the Speedup Required to Achieve 100% Throughput for Multicast over Crossbar Switches

On the Speedup Required to Achieve 100% Throughput for Multicast over Crossbar Switches O the Speedup Requred to Acheve % hroughput for Multcast over Crossbar Swtches Ca Emre Koksal Departmet of Electrcal ad Computer Egeerg he Oho State Uversty Columbus OH 43 e-mal: koksal@eceosuedu Abstract

More information

An Efficient Estimator Improving the Searls Normal Mean Estimator for Known Coefficient of Variation

An Efficient Estimator Improving the Searls Normal Mean Estimator for Known Coefficient of Variation ISSN: 2454-2377, A Effcet Estmator Improvg the Searls Normal Mea Estmator for Kow Coeffcet of Varato Ashok Saha Departmet of Mathematcs & Statstcs, Faculty of Scece & Techology, St. Auguste Campus The

More information

Fuzzy inferencing using single-antecedent fuzzy rules

Fuzzy inferencing using single-antecedent fuzzy rules Iteratoal Joural of Fuzzy Systems, Vol. 8, No., Jue 006 65 Fuzzy ferecg usg sgle-atecedet fuzzy rules Sebasta W. Khor, M. Shamm Kha, ad Ko Wa Wog Abstract The output of a fuzzy cogtve map (FCM) s the summato

More information

SCEA CERTIFICATION EXAM: PRACTICE QUESTIONS AND STUDY AID

SCEA CERTIFICATION EXAM: PRACTICE QUESTIONS AND STUDY AID SCEA CERTIFICATION EAM: PRACTICE QUESTIONS AND STUDY AID Lear Regresso Formulas Cheat Sheet You ma use the followg otes o lear regresso to work eam questos. Let be a depedet varable ad be a depedet varable

More information

COMPARISON OF APPROACHES TO TESTING EQUALITY OF EXPECTATIONS AMONG SAMPLES FROM POISSON AND NEGATIVE BINOMIAL DISTRIBUTION

COMPARISON OF APPROACHES TO TESTING EQUALITY OF EXPECTATIONS AMONG SAMPLES FROM POISSON AND NEGATIVE BINOMIAL DISTRIBUTION ACTA UNIVERSITATIS AGRICULTURAE ET SILVICULTURAE MENDELIANAE BRUNENSIS Volume 66 0 Number 4, 08 https://do.org/0.8/actau08660405 COMPARISON OF APPROACHES TO TESTING EQUALITY OF EXPECTATIONS AMONG SAMPLES

More information

A Test of Normality. Textbook Reference: Chapter 14.2 (eighth edition, pages 591 3; seventh edition, pages 624 6).

A Test of Normality. Textbook Reference: Chapter 14.2 (eighth edition, pages 591 3; seventh edition, pages 624 6). A Test of Normalty Textbook Referece: Chapter 4. (eghth edto, pages 59 ; seveth edto, pages 64 6). The calculato of p-values for hypothess testg typcally s based o the assumpto that the populato dstrbuto

More information

Solutions to Problems

Solutions to Problems Solutos to Problems ( Pt Pt + Ct) P5-. LG : Rate of retur: rt Pt Basc ($,000 $0,000 + $,500) a. Ivestmet X: Retur.50% $0,000 Ivestmet Y: Retur ($55,000 $55,000 + $6,800).36% $55,000 b. Ivestmet X should

More information

Accounting 303 Exam 2, Chapters 4, 5, 6 Fall 2016

Accounting 303 Exam 2, Chapters 4, 5, 6 Fall 2016 Accoutg 303 Exam 2, Chapters 4, 5, 6 Fall 2016 Name Row I. Multple Choce Questos. (2 pots each, 24 pots total) Read each questo carefully ad dcate your aswer by crclg the letter precedg the oe best aswer.

More information

Integrating Mean and Median Charts for Monitoring an Outlier-Existing Process

Integrating Mean and Median Charts for Monitoring an Outlier-Existing Process Proceedgs of the Iteratoal MultCoferece of Egeers ad Computer Scetsts 8 Vol II IMECS 8 19-1 March 8 Hog Kog Itegratg Mea ad Meda Charts for Motorg a Outler-Exstg Process Lg Yag Suzae Pa ad Yuh-au Wag Abstract

More information

DEGRESSIVE PROPORTIONALITY IN THE EUROPEAN PARLIAMENT

DEGRESSIVE PROPORTIONALITY IN THE EUROPEAN PARLIAMENT M A T H E M A T I C A L E C O N O M I C S No. 7(4) 20 DEGRESSIVE PROPORTIONALITY IN THE EUROPEAN PARLIAMENT Katarzya Cegełka Abstract. The dvso of madates to the Europea Parlamet has posed dffcultes sce

More information

CHAPTER 8. r E( r ) m e. Reduces the number of inputs for diversification. Easier for security analysts to specialize

CHAPTER 8. r E( r ) m e. Reduces the number of inputs for diversification. Easier for security analysts to specialize CHATE 8 Idex odels cgra-hll/ir Copyrght 0 by The cgra-hll Compaes, Ic. All rghts reserved. 8- Advatages of the Sgle Idex odel educes the umber of puts for dversfcato Easer for securty aalysts to specalze

More information

Mean-Semivariance Optimization: A Heuristic Approach

Mean-Semivariance Optimization: A Heuristic Approach Mea-Semvarace Optmzato: A Heurstc Approach Javer Estrada IESE Busess School, Aveda Pearso 1, 08034 Barceloa, Spa Tel: +34 93 53 400, Fax: +34 93 53 4343, Emal: jestrada@ese.edu Abstract Academcs ad practtoers

More information

CREDIT MANAGEMENT 3 - (SWC) CRM33B3 FINAL ASSESSMENT OPPORTUNITY. Date of examination: 5 NOVEMBER 2015

CREDIT MANAGEMENT 3 - (SWC) CRM33B3 FINAL ASSESSMENT OPPORTUNITY. Date of examination: 5 NOVEMBER 2015 Departmet of Commercal Accoutg CREDIT MANAGEMENT 3 - (SWC) CRM33B3 FINAL ASSESSMENT OPPORTUNITY Date of examato: 5 NOVEMBER 05 Tme: 3 hours Marks: 00 Assessor: Iteral Moderator: Exteral Moderator: Fred

More information

Mathematical Multi-objective Model for the selection of a portfolio of investment in the Mexican Stock Market

Mathematical Multi-objective Model for the selection of a portfolio of investment in the Mexican Stock Market Advaces Iformato Sceces ad Servce Sceces Volume, Number, Jue 00 Mathematcal Mult-objectve Model for the selecto of a portfolo of vestmet the Mexca Stock Market José Crspí Zavala-Díaz Marco Atoo Cruz-Chávez

More information

MEASURING THE FOREIGN EXCHANGE RISK LOSS OF THE BANK

MEASURING THE FOREIGN EXCHANGE RISK LOSS OF THE BANK Gabrel Bstrceau, It.J.Eco. es., 04, v53, 7 ISSN: 9658 MEASUING THE FOEIGN EXCHANGE ISK LOSS OF THE BANK Gabrel Bstrceau Ecoomst, Ph.D. Face Natoal Bak of omaa Bucharest, Moetary Polcy Departmet, 5 Lpsca

More information

Mathematical Background and Algorithms

Mathematical Background and Algorithms (Scherhet ud Zuverlässgket egebetteter Systeme) Fault Tree Aalyss Mathematcal Backgroud ad Algorthms Prof. Dr. Lggesmeyer, 0 Deftos of Terms Falure s ay behavor of a compoet or system that devates from

More information

Accounting 303 Exam 2, Chapters 4, 6, and 18A Fall 2014

Accounting 303 Exam 2, Chapters 4, 6, and 18A Fall 2014 Accoutg 303 Exam 2, Chapters 4, 6, ad 18A Fall 2014 Name Row I. Multple Choce Questos. (2 pots each, 34 pots total) Read each questo carefully ad dcate your aswer by crclg the letter precedg the oe best

More information

APPLICATION OF SUBSPACE-BASED BLIND IDENTIFICATION METHOD IN STRUCTURAL SYSTEMS

APPLICATION OF SUBSPACE-BASED BLIND IDENTIFICATION METHOD IN STRUCTURAL SYSTEMS 13 th World Coferece o Earthquake Egeerg Vacouver, B.C., Caada August 1-6, 2004 Paper o. 955 APPLICATIO OF SUBSPACE-BASED BLID IDETIFICATIO METOD I STRUCTURAL SYSTEMS Sogtao Lao 1 ad Aspasa Zerva 2 SUMMARY

More information

Variable weight combined forecast of China s energy demand based on grey model and BP neural network

Variable weight combined forecast of China s energy demand based on grey model and BP neural network Avalable ole www.jocpr.com Joural of Chemcal ad Pharmaceutcal Research, 2014, 6(4):303-308 Research Artcle ISSN : 0975-7384 CODEN(USA) : JCPRC5 Varable weght combed forecast of Cha s eergy demad based

More information

b. (6 pts) State the simple linear regression models for these two regressions: Y regressed on X, and Z regressed on X.

b. (6 pts) State the simple linear regression models for these two regressions: Y regressed on X, and Z regressed on X. Mat 46 Exam Sprg 9 Mara Frazer Name SOLUTIONS Solve all problems, ad be careful ot to sped too muc tme o a partcular problem. All ecessary SAS fles are our usual folder (P:\data\mat\Frazer\Regresso). You

More information

Management Science Letters

Management Science Letters Maagemet Scece Letters (0) 355 36 Cotets lsts avalable at GrowgScece Maagemet Scece Letters homepage: www.growgscece.com/msl A tellget techcal aalyss usg eural etwork Reza Rae a Shapour Mohammad a ad Mohammad

More information

CS 840 Fall 2018 Self-Organizing Binary Search Trees: Unit 3

CS 840 Fall 2018 Self-Organizing Binary Search Trees: Unit 3 S 840 Fall 2018 Self-Orgag ar Search Trees: Ut 3 The sae questos ca be asked bar search trees. Gve a sequece of access queres, what s the best wa to orgae the search tree [referece: ore Leserso, Rvest

More information

CS 1675 Intro to Machine Learning Lecture 9. Linear regression. Supervised learning. a set of n examples

CS 1675 Intro to Machine Learning Lecture 9. Linear regression. Supervised learning. a set of n examples CS 675 Itro to Mache Learg Lecture 9 Lear regresso Mlos Hauskrecht mlos@cs.ptt.eu 59 Seott Square Supervse learg Data: D { D D.. D} a set of eamples D s a put vector of sze s the esre output gve b a teacher

More information

A polyphase sequences with low autocorrelations

A polyphase sequences with low autocorrelations oural o Physcs: Coerece Seres PAPER OPE ACCESS A polyphase sequeces wth low autocorrelatos To cte ths artcle: A Leuh 07. Phys.: Co. Ser. 859 00 Vew the artcle ole or updates ad ehacemets. Related cotet

More information

CS 2750 Machine Learning. Lecture 7. Linear regression. CS 2750 Machine Learning. Linear regression. is a linear combination of input components x

CS 2750 Machine Learning. Lecture 7. Linear regression. CS 2750 Machine Learning. Linear regression. is a linear combination of input components x CS 75 Mache Learg Lecture 7 Lear regresso Mlos Hauskrecht mlos@cs.ptt.eu 539 Seott Square CS 75 Mache Learg Lear regresso Fucto f : X Y s a lear combato of put compoets f k - parameters eghts Bas term

More information

Scheduling of a Paper Mill Process Considering Environment and Cost

Scheduling of a Paper Mill Process Considering Environment and Cost Schedulg of a Paper Mll Process Cosderg Evromet ad Cost M Park, Dogwoo Km, yog Km ad l Moo Departmet of Chemcal Egeerg, Yose Uversty, 34 Shchodog Seodaemooku, Seoul, 0-749, Korea Phoe: +8--363-9375 Emal:

More information

ATutorialonParticleFilteringandSmoothing: Fifteen years later

ATutorialonParticleFilteringandSmoothing: Fifteen years later ATutoraloPartcleFltergadSmoothg: Fftee years later Araud Doucet The Isttute of Statstcal Mathematcs, 4-6-7 Mam-Azabu, Mato-ku, Tokyo 06-8569, Japa Emal: Araud@smacjp Adam M Johase Departmet of Statstcs,

More information

Classification of Firms into Industries Using Market Data. Michael J. Gibbs. and. Dan W. French. University of Missouri

Classification of Firms into Industries Using Market Data. Michael J. Gibbs. and. Dan W. French. University of Missouri 1 Classfcato of Frms to dustres Usg Market Data Mchael J. Gbbs ad Da W. Frech Uversty of Mssour Cotact: Da W. Frech Departmet of Face Robert J. Trulaske, Sr. College of Busess Uversty of Mssour Columba,

More information

Tsutomu Sasao and Hiroaki Terada. Department of Electronic Engineering Osaka University, Osaka 565, Japan

Tsutomu Sasao and Hiroaki Terada. Department of Electronic Engineering Osaka University, Osaka 565, Japan Tsutomu Sasao ad Hroak Terada Departmet of Electroc Egeerg Osaka Uversty, Osaka 565, Japa Abstract A programmable logc arrays (PLA1s) wth decoders cossts of three parts; the fxed sze decoders, the AND

More information

Method for Assessment of Sectoral Efficiency of Investments Based on Input-Output Models 1

Method for Assessment of Sectoral Efficiency of Investments Based on Input-Output Models 1 Global Joural of Pure ad Appled Mathematcs. ISSN 0973-1768 Volume 12, Number 1 (2016), pp. 19-32 Research Ida Publcatos http://www.rpublcato.com Method for Assessmet of Sectoral Effcecy of Ivestmets Based

More information

MODULE 1 LECTURE NOTES 3

MODULE 1 LECTURE NOTES 3 Water Resources Systems Plag ad Maagemet: Itroducto ad Basc Cocepts: Optmzato ad Smulato MODULE LECTURE NOTES 3 OPTIMIZATION AND SIMULATION INTRODUCTION I the prevous lecture we studed the bascs of a optmzato

More information

Math 373 Fall 2013 Homework Chapter 4

Math 373 Fall 2013 Homework Chapter 4 Math 373 Fall 2013 Hoework Chapter 4 Chapter 4 Secto 5 1. (S09Q3)A 30 year auty edate pays 50 each quarter of the frst year. It pays 100 each quarter of the secod year. The payets cotue to crease aually

More information

Poverty indices. P(k;z; α ) = P(k;z; α ) /(z) α. If you wish to compute the FGT index of poverty, follow these steps:

Poverty indices. P(k;z; α ) = P(k;z; α ) /(z) α. If you wish to compute the FGT index of poverty, follow these steps: Poverty dces DAD offers four possbltes for fxg the poverty le: - A determstc poverty le set by the user. 2- A poverty le equal to a proporto l of the mea. 3- A poverty le equal to a proporto m of a quatle

More information

Estimating the Common Mean of k Normal Populations with Known Variance

Estimating the Common Mean of k Normal Populations with Known Variance Iteratoal Joural of Statstcs ad Probablty; Vol 6, No 4; July 07 ISSN 97-703 E-ISSN 97-7040 Publshed by Caada Ceter of Scece ad Educato Estmatg the Commo Mea of Normal Populatos wth Kow Varace N Sajar Farspour

More information

Mathematical Multi-objective Model for the selection of a portfolio of investment in the Mexican Stock Market

Mathematical Multi-objective Model for the selection of a portfolio of investment in the Mexican Stock Market Advaces Iformato Sceces ad Servce Sceces Volume 2, Number 2, Jue 200 Mathematcal Mult-objectve Model for the selecto of a portfolo of vestmet the Mexca Stock Market José Crspí Zavala-Díaz Marco Atoo Cruz-Chávez

More information

The Consumer Price Index for All Urban Consumers (Inflation Rate)

The Consumer Price Index for All Urban Consumers (Inflation Rate) The Cosumer Prce Idex for All Urba Cosumers (Iflato Rate) Itroducto: The Cosumer Prce Idex (CPI) s the measure of the average prce chage of goods ad servces cosumed by Iraa households. Ths measure, as

More information

Categories in Digital Images

Categories in Digital Images Amerca Joural of Mathematcs ad Statstcs 3, 3(): 6-66 DOI:.593/j.ajms.33.9 Cateores Dtal Imaes Sme Öztuç *, Al Mutlu Celal Bayar Uversty, Faculty of Scece ad Arts, Departmet of Mathematcs, Muradye Campus,

More information

PORTFOLIO OPTIMIZATION IN THE FRAMEWORK MEAN VARIANCE -VAR

PORTFOLIO OPTIMIZATION IN THE FRAMEWORK MEAN VARIANCE -VAR Lecturer Floret SERBAN, PhD Professor Vorca STEFANESCU, PhD Departmet of Mathematcs The Bucharest Academy of Ecoomc Studes Professor Massmlao FERRARA, PhD Departmet of Mathematcs Uversty of Reggo Calabra,

More information

Application of Portfolio Theory to Support Resource Allocation Decisions for Biosecurity

Application of Portfolio Theory to Support Resource Allocation Decisions for Biosecurity Applcato of Portfolo Theory to Support Resource Allocato Decsos for Bosecurty Paul Mwebaze Ecoomst 11 September 2013 CES/BIOSECURITY FLAGSHIP Presetato outle The resource allocato problem What ca ecoomcs

More information

Accounting 303 Exam 2, Chapters 5, 6, 7 Fall 2015

Accounting 303 Exam 2, Chapters 5, 6, 7 Fall 2015 Accoutg 303 Exam 2, Chapters 5, 6, 7 Fall 2015 Name Row I. Multple Choce Questos. (2 pots each, 30 pots total) Read each questo carefully ad dcate your aswer by crclg the letter precedg the oe best aswer.

More information

Non-life insurance mathematics. Nils F. Haavardsson, University of Oslo and DNB Skadeforsikring

Non-life insurance mathematics. Nils F. Haavardsson, University of Oslo and DNB Skadeforsikring No-lfe surace mathematcs Nls F. Haavardsso, Uversty of Oslo ad DNB Skadeforskrg Repetto clam se The cocept No parametrc modellg Scale famles of dstrbutos Fttg a scale famly Shfted dstrbutos Skewess No

More information

Findings Findings are listed by paper, the citations for which can be found in the citations section.

Findings Findings are listed by paper, the citations for which can be found in the citations section. Fdgs for MBL MEL Proect DEB-1896 Fdgs Fdgs are lsted by paper, the ctatos for whch ca be foud the ctatos secto. Herbert et al. 23: We appled MEL to secodary growth the Amazo Forest both a C-N ad a C-P

More information

Using Single-Antecedent Fuzzy Rules in Fuzzy Knowledge Map

Using Single-Antecedent Fuzzy Rules in Fuzzy Knowledge Map Khor, S.W., Kha, M.S. ad Wog, K.W. (005) Usg sgle-atecedet fuzzy rules fuzzy kowledge map. I: TAAI Coferece o Artfcal Itellgece ad Applcatos (TAAI005), -3 December 005, Kaohsug, Tawa Usg Sgle-Atecedet

More information

A Mathematical Proof: Focus during Weekdays Should Be on Supply for the Sabbath a Support for Workable Competition

A Mathematical Proof: Focus during Weekdays Should Be on Supply for the Sabbath a Support for Workable Competition Moder Ecoomy, 1, 3, 96-93 http://dx.do.org/1.436/me.1.38116 Publshed Ole December 1 (http://www.scrp.org/oural/me) Mathematcal Proof: Focus durg Weekdays Should e o Supply for the Sabbath a Support for

More information

DEPARTMENT OF ECONOMICS

DEPARTMENT OF ECONOMICS ISSN 089-2642 ISBN 0 7340 2586 6 THE UNIVERSITY OF MELBOURNE DEPARTMENT OF ECONOMICS RESEARCH PAPER NUMBER 930 MARCH 2005 INDIRECT TAXATION AND PROGRESSIVITY: REVENUE AND WELFARE CHANGES by Joh Creedy

More information

SEARCH FOR A NEW CONCEPTUAL BOOKKEEPING MODEL: Anne-Marie Vousten-Sweere and Willem van Groenendaal 1. November 1999

SEARCH FOR A NEW CONCEPTUAL BOOKKEEPING MODEL: Anne-Marie Vousten-Sweere and Willem van Groenendaal 1. November 1999 SEARCH FOR A NEW CONCEPTUAL BOOKKEEPING MODEL: DIFFERENT LEVELS OF ABSTRACTION Ae-Mare Vouste-Sweere ad Wllem va Groeedaal November 999 Abstract Nowadays, every bookkeepg system used practce s automated.

More information

Two Approaches for Log-Compression Parameter Estimation: Comparative Study*

Two Approaches for Log-Compression Parameter Estimation: Comparative Study* SERBAN JOURNAL OF ELECTRCAL ENGNEERNG Vol. 6, No. 3, December 009, 419-45 UDK: 61.391:61.386 Two Approaches for Log-Compresso Parameter Estmato: Comparatve Study* Mlorad Paskaš 1 Abstract: Stadard ultrasoud

More information

1036: Probability & Statistics

1036: Probability & Statistics 036: Probablty & Statstcs Lecture 9 Oe- ad Two-Sample Estmato Problems Prob. & Stat. Lecture09 - oe-/two-sample estmato cwlu@tws.ee.ctu.edu.tw 9- Statstcal Iferece Estmato to estmate the populato parameters

More information

Discrete time-cost tradeoff model for optimizing multi-mode construction project resource allocation

Discrete time-cost tradeoff model for optimizing multi-mode construction project resource allocation Dscrete tme-cost tradeoff model for optmzg mult-mode costructo project resource allocato The project schedulg ad resource allocato problems have bee studed usg dfferet optmzato methods. The resource levelg

More information

The Prediction Error of Bornhuetter-Ferguson

The Prediction Error of Bornhuetter-Ferguson The Predcto Error of Borhuetter-Ferguso Thomas Mac Abstract: Together wth the Cha Ladder (CL method, the Borhuetter-Ferguso ( method s oe of the most popular clams reservg methods. Whereas a formula for

More information

Identification and Comparison of Adaptive Systems Used in Voice Communication

Identification and Comparison of Adaptive Systems Used in Voice Communication Volume 6, Issue (5) Sept., CRTCST-2015, ISS 2249 071X 3rd atoal Coferece o Research Treds Computer Scece & Techology CRTCST-2015 Idetfcato ad Comparso of Adaptve Systems Used Voce Commucato Va Bodalapat

More information

The Measurement and Control of Chinese Administrative Expenses: Perspective into Administrative Expenses

The Measurement and Control of Chinese Administrative Expenses: Perspective into Administrative Expenses Joural of Poltcs ad Law Jue, 9 The Measuremet ad Cotrol of Chese Admstratve Epeses: Perspectve to Admstratve Epeses Xagzhou He Zhejag Uversty Hagzhou 38, Cha E-mal: hez5@6.com Natoal Natural Scece Foudato

More information

8.0% E(R) 6.0% Lend. Borrow 4.0% 2.0% rf rf 0.0% 0.0% 1.0% 2.0% 3.0% 4.0% STD(R) E(R) Long A and Short B. Long A and Long B. Short A and Long B

8.0% E(R) 6.0% Lend. Borrow 4.0% 2.0% rf rf 0.0% 0.0% 1.0% 2.0% 3.0% 4.0% STD(R) E(R) Long A and Short B. Long A and Long B. Short A and Long B F8000 Valuato of Facal ssets Sprg Semester 00 Dr. Isabel Tkatch ssstat Professor of Face Ivestmet Strateges Ledg vs. orrowg rsk-free asset) Ledg: a postve proporto s vested the rsk-free asset cash outflow

More information