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SOLVED: popular model in the theory of market microstructure postulates that the total number of trades ignoring the case of no trade; within minute for particular stock follows geometric distribution p(x) P(X =2) = p-1(1- p); * = 1,2, The following table contains data of all the trade frequencies within 134 minutes with at least one trade. Do the followingFind the MLE for p.Test whether the geometric distribution fits the dataTrades Frequency
SOLVED: popular model in the theory of market microstructure p…
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