msft -> tsla

Author: lnauta

Chapter6_Priorities/Ch6_Priors_PyMC2.ipynb

@@ -997,7 +997,7 @@
     "\n",
     "Historically, the expected return has been estimated by using the sample mean. This is a bad idea. As mentioned, the sample mean of a small sized dataset has enormous potential to be very wrong (again, see Chapter 4 for full details). Thus Bayesian inference is the correct procedure here, since we are able to see our uncertainty along with probable values.\n",
     "\n",
-    "For this exercise, we will be examining the daily returns of the AAPL, GOOG, MSFT and AMZN. Before we pull in the data, suppose we ask our a stock fund manager (an expert in finance, but see [10] ), \n",
+    "For this exercise, we will be examining the daily returns of the AAPL, GOOG, TSLA and AMZN. Before we pull in the data, suppose we ask our a stock fund manager (an expert in finance, but see [10] ), \n",
     "\n",
     "> What do you think the return profile looks like for each of these companies?\n",
     "\n",