STAT6039
Principles of Mathematical Statistics
Course Description
A first course in mathematical statistics with emphasis on applications; probability, random
variables, moment generating functions and correlation, sampling distributions, estimation of
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RESEARCH SCHOOL OF FINANCE, ACTUARIAL
STUDIES AND APPLIED STATISTICS
INTRODUCTORY MATHEMATICAL STATISTICS /
PRINCIPLES OF MATHEMATICAL STATISTICS
(STAT2001/6039)
Assignment 2 Semester 2 (2015)
Your solutions to the assignment should be placed in the appr
Problem 2
(a)
Let R1 be the event that relay 1 closes properly when activated, R2 be the event that relay
2 closes properly when activated and R3 be the event that relay 3 closes properly when
activated. Current ows if the event C happens, where
C = (R1 R
THE AUSTRALIAN NATIONAL UNIVERSITY
RESEARCH SCHOOL OF FINANCE, ACTUARIAL STUDIES AND APPLIED
STATISTICS
FINANCIAL MATHEMATICS (STAT 2032 / STAT 6046)
SEMESTER TWO 2015
ASSIGNMENT
Due Date: Friday 23 October 2015
STAT 2032/6046
Financial Mathematics
Abhinav Mehta
Week 4
Perpetuities
Payments continue forever
Examples:
income from real estate, company dividends
1
a|
i
(m
a|)
Proof?
1
i ( m)
a|
1
d
(m
a|)
1
d ( m)
Perpetuities
General proof for
a
1
i
1. Let X a
STAT 2032/6046
FINANCIAL MATHEMATICS
Abhinav Mehta
Week 3
Recap
Simple and compound interest
Present value and accumulated value
Effective and nominal rates of interest
Effective and nominal rates of discount
Force of interest
Understand mathematical and
STAT2032/6046:
Financial Mathematics
Lecturer: Abhinav Mehta
Office: Room 3.54 ANUCBE Bldg 26C
Email: Abhinav.Mehta@anu.edu.au
Phone: 612 51081
Introduction
Course Information and announcements on
www.wattle.anu.edu.au
Lecture Times and Days
Monday: 12