QUANTITATIVE METHODS 定量分析 计量作业 assignment 代写

**ETF5952 QUANTITATIVE METHODS FOR RISK ANALYSIS**

**Semester 2, 2017**

**ASSIGNMENT 2**

· This assignment comprises 15% of the assessment for ETF5952.This is an individual, NOT a syndicate, assignment. On the Assignment Cover Sheet, read the references to plagiarism and collusion from

· Deadline:

· Submission:

1. Your assignment must be typed and you must submit a

2. Name your assignment: Surname-Initials_A2.docx or Surname-Initials_A2.pdf (eg. Trump-DJ_A2.docx) and Upload this file to Moodle (as a backup) – as follows:

· Go to the “ASSIGNMENTS” section.

· Click on the “ASSIGNMENT 2” link to upload.

· The following message will appear momentarily, “File uploaded successfully.”

(To later confirm your upload was successful, go to the “ASSIGNMENTS” section and click. On the “Assignment 2” uploading link. The uploaded file’s name will be shown.)

Note: DO NOT submit any Excel files. You may upload ONE file only.Retain your marked assignment until after the publication of final results for this unit.

· Your tutor will

· You are required to

o Answer all questions.

o Write your answer succinctly and include big tables and figures as appendices with appropriate labels. (If you have trouble pasting figures and tables in your document, you could print them out separately.)

· If you find possible typos or mistakes in this Assignment, please contact a lecturer or tutors to clarify the questions for you. Also, if you have any other questions, please use consultation time.

Where there are reasonable grounds for believing that intentional plagiarism or collusion has occurred, this

will be reported to the Chief Examiner, who may disallow the work concerned by prohibiting assessment or

refer the matter to the Faculty Manager.

Suppose that Australian government conducts a survey and collects 400 observations of works in Australia. We are informed that 36 works are unemployed (UN) and 150 works have 16 years of education or higher (BA). We also know 220 works have 15 years of education less and are employed. Let EN denote an event of being employed and let HS denote an event of having 15 years of education less. To answer questions in 1.2-1.5 below, use

1. Obtain a frequency table (contingent table)

EN | UN | Total | |

HS | |||

BA | |||

Total |

2. Obtain a joint probability table

EN | UN | Total | |

HS | |||

BA | |||

Total |

3. It the table in Question 1.2, interpret the number in a cell of (Total, UN). [less than 20 words.]

4. Obtain the following quantities

· P(UN|HS) =

· P(UN|BA) =

Explain these quantities (less than 30 words).

5. Obtain the following quantities

· P(UN|HS) P(HS)=

· P(UN) P(HS)=

Compare two values and explain the result (less than 30 words).

Implement the following procedure:

· Using an Excel function, RAND(), generate 100 uniform random variables.

· Transform those random variables to binary random variables taking 1 if a uniform random variable is strictly greater than 0.5 and 0 otherwise. (note: StatTools can create “dummy” variables, see StatTools->Data Utilities->Dummy).

Report an average of 100 binary variables up to

QUANTITATIVE METHODS 定量分析 计量作业 assignment 代写

To answer this question, use an Excel file, jq17_provisional_pi_time_series.xlsx, which is provided by Australian government. We are interested in quarterly data (not yearly) the number of bankruptcies of VIC state, which is reported in the sheet of “Bankrupties” and covers the periods of 1986:Q3-2017:Q2, where Q3 means the third quarter and Q2 means the second one. Use

1. User the data from 1986:Q3 to 2017:Q2 and obtain its mean, variance, max and min.

2. Let X be that the number of bankruptcies and assume that X follows Poisson distribution. Using Excel, fill out the following table (i.e., obtain probabilities and cumulative distribution function):

X = x | Prob. | CDF |

100 | ||

500 | ||

550 | ||

600 | ||

650 | ||

700 | ||

750 | ||

800 | ||

850 | ||

900 | ||

950 | ||

1000 | ||

1050 | ||

1100 | ||

1150 | ||

1200 |

· P(1000 <X1050)=

· P(500x<1000) =

4. Comparing historical data and the predictions under the Poisson assumption and discuss whether the assumption is suitable for this data (less than 50 words).

Let X be follow normal distribution with mean 21 and standard deviation 3.5, i.e., X ~ N(21, 3.5). To answer questions, use Table for normal distribution in Moodle with some approximation. Use 4 decimal places for your answer (not necessarily for the process of obtaining your answer).

1. Obtain P(X < 18).

2. Obtain P(29 <X).

3. Obtain P(10 < X < 20).

4. Obtain x such that P(X < x) = 0.9394.

5. Obtain x such that P(X < x) = 0.0606.

will be provided

· by the detailed solutions on Moodle.

· by tutors indicating areas on the submitted work where mistakes have been made and referring students to consult the solutions on Moodle.

If you still have difficulties, then you should consult a staff member.

(See the “STAFF and CONSULTATION” section on Moodle.)

· When tasks are undertaken in

So, if you are using both

· If

· A cell with a red triangle in the upper right-hand corner contains a comment. The comment may be read by hovering the cursor over that cell.

· Select the required cells and click on the “Copy” icon.

· Go to Microsoft Word and Paste the selection by clicking on the downwards triangle of the Paste icon. Select

An alternative to the procedures above is to press the “Print Scrn” key when your spreadsheet is on display. This captures an image of your screen, which you may then Paste into a Word document. Use Microsoft Word’s “Crop” tool to reduce the image to your desired selection.

· Select

· Select

· From the top of the screen, select

· From the top of the screen, select

If you are unable to make Excel display the Row and Column headings clearly on your printout, then write them on by hand.

For example, to sort by

· select the cells of the entire data set (A1:G31) and click on “Data” at the top of the screen.

· Under “Sort & Filter”, select “Sort”.

· In the Sort dialogue box, ensure that you tick “My data has

· In the “Sort by” drop down menu, select

The entire data set (not just the

To capture the image (any image, eg, an Excel page, an internet page, a photo, etc) currently displayed on your screen,

· press the

· go to the desired location in your

The “Snipping Tool” (available via START button/Programs/Accessories in many Windows versions) is very useful too.

· Select, then “Copy” the table or graph in

· Go to the desired location in your

· Select View/Toolbars/Picture and click on the “Crop” icon:

· Apply the “Crop” icon to the image.

Graphs (eg, from Excel) and pictures can be more manageable if you insert a table into