Serving the Quantitative Finance Community

Search found 96 matches

  • 1
  • 2
  • 3
  • 4
  • 5
  • 7
by Landscape
June 26th, 2013, 9:13 am
Forum: Brainteaser Forum
Topic: Poker question: Probability to hit the flush if you see 4 hearts
Replies: 6
Views: 10223

Poker question: Probability to hit the flush if you see 4 hearts

<t>X is hypergeometric(2, 47, 9).P(X >= 1) = 1 - P(X=0) = 1 - (9 over 0)(47-9 over 2-0)/(47 over 2) = 1 - 38*37/(47*46).That is, the probability to get the flush if we have not yet seen the flop is: [X is hyg(5, 50, 11)]P(X >=3) = 1 - P(X=0) - P(X=1) - P(X=2) = [computer] = 0.06399Step 2:If by "hit ...
by Landscape
June 24th, 2013, 7:57 am
Forum: Brainteaser Forum
Topic: Confidence Interval
Replies: 4
Views: 9256

Confidence Interval

<t>Consider only the upper bound, i.e. the lower bound is 0. Denote upper bound by u, and let X be Bin(14, p)Now put H0: p > u, H1: p < uP(Obtain our data or worse under H0) = P(X = 0 | X bin(14, u) = (1 - u)^14 >= 0.05 [If we do not wish to reject] => u = 1 - 0.05^(1/14).That is, we reject H0 at 95...
by Landscape
May 12th, 2013, 8:34 pm
Forum: Technical Forum
Topic: question about kalman filter
Replies: 2
Views: 9728

question about kalman filter

<r>Wrote a long post about gibbs sampling but discarded it. Probably this is what you need:<URL url="http://www.mathworks.se/products/sysid/index.htmlAnd">http://www.mathworks.se/products/sysid/index.htmlAnd</URL> this should give you the right keywords to search for:<URL url="http://sstl.cee.illino...
by Landscape
November 9th, 2012, 1:03 pm
Forum: Brainteaser Forum
Topic: three integers
Replies: 11
Views: 12384

three integers

a,b,c > 0:First equation => a = 1 and b or c is equal to 0.{c = 0 => b = sqrt(2012) which is not integer} => only pos sol is a = 1, b = 0, c = 2012/2.Observations for negative integers:1. b is positive implies c is negative.2. a is odd and b is even.
by Landscape
November 9th, 2012, 12:26 pm
Forum: Brainteaser Forum
Topic: A question about tossing coin
Replies: 5
Views: 12087

A question about tossing coin

<t>1. What is the expected time until we hit first head? Answer: 2.2. What is the probability that you will get head again and thus have your first HH? Answer: 1/2. (If fail, we will start from zero)3. Expected time to hit HH must therefore be 3/(1/2) = 6.Or in mathematics:t_0 = first time to hit HE...
by Landscape
August 2nd, 2012, 9:31 am
Forum: Brainteaser Forum
Topic: 6 eggs
Replies: 34
Views: 16115

6 eggs

<t>Maybe I did not read the previous answers carefully enough but it seems to me that you answer the question "Guess which floor I hid the egg on, if you guess higher you lose a point'.Therefore, model of the egg falling:We know that impact speed (and thus the probability that the egg breaks) increa...
by Landscape
July 7th, 2012, 4:18 pm
Forum: Brainteaser Forum
Topic: Gaussian conditional probability
Replies: 11
Views: 15209

Gaussian conditional probability

by Landscape
March 27th, 2012, 4:31 pm
Forum: Brainteaser Forum
Topic: two heads
Replies: 24
Views: 207756

two heads

Extension of problem:Solve for biased coin, i.e. when P(heads) = p, P(tails) = q.
by Landscape
March 20th, 2012, 11:14 am
Forum: Brainteaser Forum
Topic: Permutations
Replies: 15
Views: 15840

Permutations

<t>Hmm, perhaps not a very good suggestion but at least it is working and repeating...big-transpose -> (A(BC))^T = (BC)A = BCA -> shift ->B^-1(BCA)B = CAB -> small-transpose ->(CA)^TB = ACB -> shift ->A^-1(ACB)A = CBA -> big-transpose ->(C(BA))^T = (BA)C = BAC edit: "Transpose" is a bad name, as you...
by Landscape
March 20th, 2012, 10:57 am
Forum: Brainteaser Forum
Topic: two heads
Replies: 24
Views: 207756

two heads

<t>Expected length of the path including the first head is 2.By extending this path by one step we will of course have a path that is 3 steps long. Half of these paths will include the first double-head and half will not, thus on average we need two of these paths to reach our goal, i.e. the expecte...
by Landscape
July 28th, 2011, 1:10 am
Forum: Brainteaser Forum
Topic: Conditional Expectation Problem
Replies: 15
Views: 40961

Conditional Expectation Problem

<t>P(R<r) = P(X<r & X>a)/P(X>a) = P(X<r)*I(r>a)/(1-Phi(a))=> f_R = f_x(r)/(1-Phi(a))*I(r>a)integrate from a to inf x*f_X = exp(-a^2/2)/sqrt(2*pi)i.e.E R = exp(-a^2/2)/(sqrt(2*pi)*(1-Phi(a))Tested it; seems to be right. Edit: Should have refreshed the page before posting (thus seeing bwarrens pos...
by Landscape
June 18th, 2011, 9:05 am
Forum: Brainteaser Forum
Topic: Gravitational potential energy
Replies: 16
Views: 29443

Gravitational potential energy

<t>QuoteOriginally posted by: Traden4AlphaQuoteOriginally posted by: LandscapeDisney Land (LA) is about 1/50th of Disney World (Orlando) which is about 1.4 times the size of Manhattan (1/3 water included) and less than 1/10th of London.The cheapness of sending someone into GEO (really like the word ...
by Landscape
May 23rd, 2011, 9:18 pm
Forum: Brainteaser Forum
Topic: Gravitational potential energy
Replies: 16
Views: 29443

Gravitational potential energy

I was thinking, if I put all 20 liters in one pot instead of 1 liter I won't have to go refill it every time it vaporizes. I don't know an awful lot about anything, Wiki does, but yes I am a landscape artist.Space_elevator
by Landscape
May 23rd, 2011, 6:22 pm
Forum: Brainteaser Forum
Topic: Gravitational potential energy
Replies: 16
Views: 29443

Gravitational potential energy

<t>Disney Land (LA) is about 1/50th of Disney World (Orlando) which is about 1.4 times the size of Manhattan (1/3 water included) and less than 1/10th of London.The cheapness of sending someone into GEO (really like the word and idea, thanks!) was surprising, so checked and found that1. I failed to ...
by Landscape
May 22nd, 2011, 3:54 pm
Forum: Brainteaser Forum
Topic: Gravitational potential energy
Replies: 16
Views: 29443

Gravitational potential energy

<t>The average weight for males is 76-83 and females 54-64, lets say then that the average weight is 50 (assuming kids and elderly compensate the rest)Assuming humans have roughly the same density as water this give us that one person is 50 liters.With 7 billion people that's 350 million cubic meter...
  • 1
  • 2
  • 3
  • 4
  • 5
  • 7