CS代考 RT 27 forneale to get – cscodehelp代写

Gunny Rit stock i return
Mit af mean forstock
multiple stock return

Copyright By cscodehelp代写 加微信 cscodehelp

independent oftime Contents
on period t
measure of uncertainty in return G
Best guess
Return E ELRit
for allstocks ten N
linear associationbeteen stock returns
My Cig or Coo
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or Gig or Cor Rig
Mi fr stocki or SD Roe

it RÉ i Variable
Suppose R T R
estimator for the men a
1 RT 27 forneale to get
stocks return 51 251 401 51
for the mean a
Suppose the last 5months of a 101
estimator for men I Rtkthfutt substitute whees I
estimator for a
if compute Wh
valuer 7 it
estimators for

it u estimator
Bias of an
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it a E it ee
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gosayaa ae
inspect the average Robof Heeds
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mil Rie di unbiased
estimator puevalue
lij going not
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Squared Emr ii my MeanSquared Error
ie ut MSE ie m
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BiasCal al
jÉfrt frarfrittke est
unbiased estimator

94.1 int are independent
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tr 11ft True variance
Root Mean Squared Error
RouseCol m
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in sample ́ samplemaned
standard error or standards
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estimator is mole precise
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as T o un ee then it is
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consistent estimator

Does Mee it I
we’re working Normattioned
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or this is true for all the estimators
N N M É If
is not Normally Distrinuted NORMALLY DISTRIBUTED
the coin T tries
Result of coin toss E Xe
w Mh P w prob i p
thbability of Heads
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Construct objective
a new random variable Z Bjp
carry of simulehin woo times a plot hatpin A
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f fh a whiny man masks with meena
se f sample mean
sample mean as Tt
and variance
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I n N Mx I as T
Iiin N lij III as to

n’ÉmhT MEE
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o 9T or 951 metro.sn
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it 1967,1 Igf
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if igift It i asFy contains a with a rub8951
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either contains u know 6
Workaround Try using A
instead of 6

If T lo ie
tg dishbuhin 226to I t 226ft
large enough T
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2.26 t 2.26
he 1.9 É CI for remaining estimators using normed approx
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is commonly used here r
Ej i.gg TTfj I 1.96 ÉdI
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SE f is smell precise estimate
SEL is daye imprecise estimate
SE ai depends on G stockswith higher 6
will have worse estimates for u

is swathe for layer sample sizes
If we want a more precise estimate get more data
historied returns maynot follow the
TO STANDARD Using it as
distribution as decreases as
recent returns 1
ERROR CONFIDENCE Intervals an example
T resamples f the date
I1it edz e The Jackknife estimate of bias
eatable the same man Resample R R2 Rte
calculate the sample mean
For each resouple calculate Rz I
calculate the sample men Resample R Rs Ru RT
leave one out estimators
biasjackla T1 sackknife I

For means selfie a Sejade lil
start with original sample Create B bootstrap samples
standard error
barton Isaak mean
og sample 1 GI
1st Bootstrap sample and Bootstrap seance
simple ist Bother source
and Bertha sank
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Bootstrap estimator for bias of M
Use Bootstrap to estimate 951 Confidence Intervals NORMAL Approximation
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sebout lil SD Mit Mit if
o 587 Create new quantity
estate 10.574
vector f Afar it qf.org
154 1900.491 I rift lay u491
untapeI 1.96Sebootd
original senile mean

Fall to reject Ho
Null Hypothesis ftp AlternateHypothein
A Test Statistic
OF TEST formate
null hypothesis
C Reject the
a FALSE No Error
N error Significance level x
Probability of making Type I
Pr Rejecting Ito f
Power Of A TEST Pr Reject a It is False
EI s Low L t High T
Error it is True

Use 3 Suppose
0,0 102 is it Mto05
Rit Mi t it e i min
us AI no1010
E 1,2 italo ri
a specific value
Test whether mean I stuck i s retain equals Ho ie a n ve H M no
Significance Level Estimator for u
of null hypothesis is free
to make a decision
tf z staring
is me N NCoil
o or HiiHo as vto

3 score IIs
196Ey en Ft
on Ho n o05
196 Ift mo

ughhhh prom 0 050 En
perches If I if as 5f E pvalue 521
p value to significancelevelCa then don’t reject null hyphens
Reject null hypothesis if pvalue is less then a
9t 0.025T 1 2
i gtfo975T
Eftleast 30
truevalue standard error estimated for

Mall Hypothesis Alt Hypothesis
Nool 6010us HI64010
III Rtdoraqt Ho
calculate sample sd
calculate standard em t I i self fat
not sufficient evidence to reject n_
conclude Not sufficient evidence to reject null hypothesis I’WkfPtesnfn
X significance level 12 4 5
Calculate threshold valuesfor 3 score based on a 2 2
null hypothesis

Test Ho M Mz us He de M
GHo agrois
varia in EÉ
wyd tf 2M www.sina.in
estimate them
using 0.27
or 5 yeas I reorthby returns Tome
81 a threshold valuesfor 3 score from 0.04 e gnome 0.96 1.75 41.75
191 C 1.75 as we have sufficient evidence to reject Ho

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