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Kratka retrospekcija statistike

Kratka retrospekcija statistike. Primer. Graficki prikaz. Očekivana vrednost odobrenja kredita. Očekivana vrednost odobrenja kredita. Kovarijansa - primer. Primer. Varijansa V(X,Y). Komentar. Investicija A ima veću očekivanu vrednost, ali je veći rizik jer je STDV A veća od B.

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Kratka retrospekcija statistike

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  1. Kratka retrospekcija statistike

  2. Primer

  3. Graficki prikaz

  4. Očekivana vrednost odobrenja kredita

  5. Očekivana vrednost odobrenja kredita

  6. Kovarijansa- primer

  7. Primer

  8. Varijansa V(X,Y)

  9. Komentar • Investicija A ima veću očekivanu vrednost, ali je veći rizik jer je STDV A veća od B. • Kovarijansa je -12,675 • što znači da postoji negativna relacija izmedju dve investicije u kojima one variraju u suprtnom smeru. Što drugim rečima znači da kada investicija jedne varira na gore (raste) kod gruge opada!!!

  10. Očekivani prinos dve slučajne varijable • E(X+Y) = E(X)+E(Y) • Var(X,Y) = s2X+Y= s2X+ s2Y+ 2sXY • Za domaći na bazi predhodnih rezultata izračunati : • E(X+Y) i • Var(X,Y)

  11. Koeficijent korelacije

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