MAS223 Semester 1 by Alison Poulston

Read Me!

a_poulston — 2019-09-03 13:03:48 UTC

This board is for students in SoMaS at Sheffield taking MAS223 in 2019/20.
Have a question about something covered in the lectures, your exercises, or just generally about the set-up of the course? Start a post! Click the + button in the bottom right of your screen.
I'll do my best to reply as soon as I can. Alternatively, if you see a question you know the answer to - do so! Explaining maths is the best way to solidify your knowledge.
There will be a post in each of the course sections called "muddiest point". Feel free to post a short response with a topic, section or example number that's currently really confusing you.
Your posts will be anonymous. If you'd like to sign your name at the end, feel free to introduce yourself! Responses from myself will not be anonymous.
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You can enter more than just text here. If there's something in your notes that's confusing you, use a screenshot and upload it here with your question.

Muddiest Point

a_poulston — 2019-09-03 13:09:56 UTC

Muddiest Point

a_poulston — 2019-09-03 13:10:27 UTC

Muddiest Point

a_poulston — 2019-09-03 13:10:29 UTC

HW 1

a_poulston — 2019-10-11 08:16:16 UTC

Your homework that is due in on Tue 15th Oct is Q 1.4, 1.10, 2.2, 2.3. If you want to ask any further questions about these tasks, please post them here or come to the drop in session on Tues morning.

1.2: Distribution functions & their properties: unsure how 3rd property is distinct from the 1st property

2019-10-15 12:05:25 UTC

When determining if F(x) is a distribution function, one of the properties is that "F(x) is right-continuous and has left limits". I am confused how to define this more precisely and thereby check if F(x) has this property.

My intuition tells me that the property refers to having a left-limit of F(x)=0 and being right continuous with F(x)=1, but that is already shown by the first property of distribution functions ("0<=F(x)<=1, with lim_{(x¬> -inf)}F(x) = 0 and lim_{(x¬> inf)} F(x) = 1" ).

Thus I either don't understand the 3rd property, or I don't understand how the 3rd property is distinct from the 1st.

Many thanks to anyone who can help me out - it ain't much to be stuck on, but it's honest work :)

HW 2

a_poulston — 2019-10-25 08:23:12 UTC

Your homework that is due in on Tue 29th Oct is Q 3.4, 3.8, 3.10. If you want to ask any further questions about these tasks, please post them here or come to the drop in session on Tues morning.

2019-11-07 16:18:27 UTC

For part (e) of this question, what is the difference between E[U|V=v] and E[U|V]

The lecture after strike

2019-12-08 16:28:21 UTC

Hi dear Alison, will we just skip the Likelihood and go Chapter 8 directly?

HW 4 & 5

a_poulston — 2019-12-09 15:49:12 UTC

Your homework that is due in on Tue 18th Dec is Q 5.5, 5.6, 6.5, 6.7, 7.5, 7.6.

Exercises booklet question 2.5 answer part

2019-12-12 10:54:33 UTC

I think there is a type error in question 2.5 part a
where If k=1 expectation of x=alpha/beta instead of a/b. Correct me If I am wrong?
thanks

Exercises booklet question 2.9

2020-02-27 18:06:59 UTC

Dear Alison,

I am struggling to understand how the last two lines of the first part of the question simplify to e^(σ^2/2). Could you explain it in a bit more detail for me please? Thanks

What is Examinable

2020-03-25 18:00:08 UTC

I've had a look through the emails that happened around the time of the strike, but I am still a bit confused. Could we get a clarification of what is still examinable? I know chapter 8 is not, but are any minor sections going to be missed off

Question 1.11d

2020-04-02 15:50:27 UTC

For question 1.11d when you calculate the integral of yfy(y)dy in you example shouldn't it be 2 instead of 2/3?

2.7b

2020-05-07 10:19:39 UTC

I can't seem to get the right answer using R for the probabilities bit at the end of this question. I've been using dhyper(0,10,37,2) = 0.616, what am I doing wrong?

2.9

2020-05-07 12:55:52 UTC

Why does this become a + instead of a - ?