Öéeò øeþ ða fóò ø ióòd

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Unformatted text preview: Öé×eÒ ØeÞ Ða fÓÒ Ø iÓÒd eÖéÔa ÖØ iØ iÓÒd ee ØØe ÐÓ Øe Ö ie Ù e ÐÑ ÓÒ ØaÒ ØÖeÒdÙÒageÒ ØÒ eÙ ØÖeaÙ Ö i×ÕÙ e iÒd ié ÖeÒ ØeÒ ØÖe jÓÙ e Öe ØØe ÐÓ Øe Ö iee ØÖeeÚÓ iÖ eÑ ÓÒ ØaÒ ØaÚ ee ÖØ iØÙd e? êÑ eÕÙ e×Ø iÓÒÔÓÙ ÖÙÒageÒ ØaÝaÒ Ød e ÐaÚ e Ö× iÓÒÔÓÙ Ö ÐeÖ i×ÕÙ ee Ø Ða fÓÒ Ø iÓÒdÙ Ø iÐiØéd e B e ÖÒÓÙ ÐÐi u ( x ) = √ x ? u ( x ) = ln (1 + x ) ? 4 êÑ eÕÙ e×Ø iÓÒÔÓÙ ÖÙÒageÒ ØaÝaÒ ØÙÒ eÔ Öé fé ÖeÒeÔÓÙ Ö ÐeÖ i×ÕÙ ee Ø Ða fÓÒ Ø iÓÒdÙ Ø iÐiØéd e B e ÖÒÓÙ ÐÐi u ( x ) = x 2 ? E Ü eÖ ie4 ÖÓÙÚ eÖd e ×Ô Öé féÖeÒe × e×Ô Öé fé ÖeÒe×dÙÒageÒ ØÖa Ø iÓÒÒ e Ð Ú é Ö iaÒ Ø Ðe×hÝ ÔÓ Øh è×e×d e ×a Ø i× fÓÒ Ø L ≺ D 1 ≺ D 2 ≺ W, . 4 W . 6 L D 1 ∼ . 8 W . 2 L e Ø D 2 ∼ ÖÓÙÚ eÞÙÒ e fÓÒ Ø iÓÒdÙ Ø iÐiØéd e ÕÙ iÖeÔ Öé×eÒ Øee×Ô Öé fé ÖeÒe×E Òd édÙ iÖe ÐÓ Öd Öed e Ô Öé fé ÖeÒed e ÐageÒ Ø×Ù Ö Ðe× ÐÓ Øe Ö ie× M e Ø N iaÔ Öè× . 25 D 2 . 25 D 1 M . 25 W . 25 L . 50 D 2 . 15 D 1 N . 15 W . 20 L jÙiÐÐeØ8 héÓÖiede×jeÙÜEÜeÖie× FÓe××ÐeÖ E Ü eÖ ie5 ea ÖadÓÜ edA ÐÐa i× ee ØdeeÖ ØiØÙde D aÒ × Ðe×d eÙÜÔ ÖÓb ÐèÑ e×d ehÓ iÜd e ÐÓ Øe Ö ie iaÔ Öè× Ðe×hÓ iÜeÑ Ô iÖ iÕÙ e× Ðe×Ô ÐÙ × fÖéÕÙ eÒ Ø×d e× iÒd iÚ idÙ ××ÓÒ Ø L 1 e Ø L 4 E ÜÔ ÐiÕÙ eÞÔÓÙ ÖÕÙÓ ie×hÓ iÜ ×ÓÒ Ø iÒÓÑ Ôa Ø ib Ðe×aÚ e ÐeÑ Ód è ÐedÙ Ø iÐiØée×Ô é Öéee ØÔ ÐÙ ×Ô Öé i×éÑ eÒ ØaÚ e ÐaÜ iÓÑ ed iÒd éÔ eÒdaÒe e L 1 . 2 e . 8 4 e Ú × L 2 . 75 e . 25 e L 3 . 8 e . 2 4 e Ú × L 4 ee ØdeÖaÔÔÓ Ö ØÓÑÑ ÙÒ ÒÓÒ × id è Öe Ðe×Ô ÖÓb ÐèÑ e×d ehÓ iÜd e ÐÓ Øe Ö ie iaÔ Öè×Óù p > q < X < Y e Ø r ∈ (0 , 1) ÓÒ ØÖeÞÕÙ e ÐaÜ iÓÑ ed iÒd éÔ eÒdaÒe iÑ Ô ÐiÕÙ e L 1 ≻ L 2 ⇔ L 3 ≻ L 4 1 − p e p X e L 1 1 − q e q Y e Ú × L 2 1 − rp e rp X e L 3 1 − rq e rq Y e Ú × L 4 ee ØdeÓÒ ×éÕÙ eÒeÓÑÑ ÙÒ e D aÒ × Ðe×Ô ÖÓb ÐèÑ e×d ehÓ iÜd e ÐÓ Øe Ö ie iaÔ Öè× Ô ÖÓÔÓ ×é×Ôa ÖA ÐÐa i× 95 Ðe×hÓ iÜeÑ Ô iÖ iÕÙ e× Ðe×Ô ÐÙ ×fÖéÕÙ eÒ Ø××ÓÒ Ø L 1 e Ø L 4 E ÜÔ ÐiÕÙ eÞÔÓÙ ÖÕÙÓ i e×hÓ iÜ ×ÓÒ Ø iÒÓÑ Ôa Ø ib Ðe×aÚ e ÐeÑ Ód è ÐedÙ Ø iÐiØée×Ô é Öéee ØÔ ÐÙ ×Ô Öé i×éÑ eÒ ØaÚ e ÐaÜ iÓÑ e d iÒd éÔ eÒdaÒe e L 1 . 01 e . 10 5 e . 89 e Ú × L 2 . 89 e . 11 e L 3 . 90 e . 10 5 e Ú × L 4 E Ü eÖ ie6 eÙa ×ega × ü haÕÙ eÔa ÖØ ie iÐe×ØÔÓ ×× ib Ðed e jÓÙ e ÖaÙ ØaÒ Ød e je ØÓÒ × ÕÙÓÒaeÒÑ a iÒÒÔ eÙ ØaÙ ×× ieÒ jÓÙ e ÖÑ Ó iÒ ×ÒÓÑÑ eÒeaÚ eje ØÓÒ ×ebÙ Øe×Øda ÖÖ iÚ e Ö jÙiÐÐeØ8 héÓÖiede×jeÙÜEÜeÖie× FÓe××ÐeÖ 5 je ØÓÒ ×aÙÑ Ó iÒ ×aÔ Öè×Ôa ÖØ ie×aÔ ÖÓbab...
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