1
Q
Expexted value (E(x)
A
tak jak na menedżerskiej
E(x) = Xn*P(xn)+…+
2
Q
Variance (of e(x))
A
p(x1)(x1-E(x))^2+…+p(xn)(xn-E(x))^2
2
Q
unconditional propabilities/total porbability
A
P(x1) = P(x|S+)P(S+)+P(x|s-)P(s-)
probability of x1 happening
3
Q
Bayes
A
P(Sn) = P(E|Sn)/P(E)P(Sn)
1. start of a total probability P(x|S+)P(S+)+P(x|s-)P(s-)
2. divide P(x|S+)P(S+)/total probability = P(sn|e)
P(x|S+) = given that we are in expansion what is the propability of stock going up
P(S+|x) = given that the stock go up what is the probability of being in expansion
4
Q
exclusive
A
na wyłącznośc
5
Q
unconditional expectation
A
E(x)
6
Q
conditional expectation
A
E(X|S)
7
Q
conditional probability
A
P(X|S)
8
Q
unconditional probability
A
P(X)
9
Q
prior
A
the first one
