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- An individual has a vNM utility function over money of u(x) = Vx, where x is final wealth. Assume the individual currently has $16. He is offered a lottery with three possible outcomes; he could gain an extra $9, lose $7, or not lose or gain anything. There is a 15% probability that he will win the extra $9. What probability, p, of losing $7 would make the individual indifferent between to play and to not play the lottery? (Make sure to answer in the form, 0.X, i.e. 0.25) Enter your answer hereSuppose model (XY, XZ, YZ) holds in a 2 x 2 x 2 table, and the common XY conditional log odds ratio at the two levels of Z is positive If the XY and YZ conditional log odds ratios are both positive or both negative, show that the XY marginal odds ratio is larger than the XY conditional odds ratio.2 If X₁ and X₂ are the means of independent ran- dom samples of sizes n₁ and n₂ from a normal population with the mean u and the variance o2, show that the vari- ance of the unbiased estimator 2 w X₁ + (1-w). X₂ is a minimum when @ = n1 n₁ + n₂ idnu
- Consider a set of data x1, x2, n n i=1 ..., n taken from a population with mean µ. - Show that (x-μ)² = Σ(x₂ − x)² + n(x − µ)². i=1The functions i)= e **2f,(x) = e*-3 %3D are O A. Insufficient information to conclude None of them O B. O C. Neither linearly dependent or independent OD. Linearly independent O E. Linearly dependentASIACELL LTE 5:51 PM 36% A cis.turath.edu.iq 2 of 6 Determine the Domain •B. and the Ran ge of the Fallowing fun etions 1. Fux = 6x+ 2 2 Faw = x²- 2x + 6 3. Fer)= -| + 2x - x? 4. F&) = X - 3X x²- 3x² - 5 x + 15 5. hcx)z 2K + 6 X -4 X - 12 NB. Solving s Graphing the functions are required A. Find fo llow ing Functions the inuerse of the
- 2.Suppose that the return R (in dollars per share) of a stock has the uniform distribution on the interval [-3,7]. Suppose also, that each share of the stock costs $1.50. Let Y be the net return (total return minus cost) on an investment of 10 shares of the stocks. Compute E(Y).In a continuous-time surplus model, the claim severity is distributed as BN(2, 0.4). Determine the Lundberg upper bound for the probability of ultimate ruin if the initial surplus is 2 and the prIn a continuous-time surplus model, the claim severity is distributed as BN(2, 0.4). Determine the Lundberg upper bound for the probability of ultimate ruin if the initial surplus is 2 and the premium loading factor is 0.25.emium loading factor is 0.25.