Research a criminal case that involved the misidentification of the defendant in a police photo-line-up. You may use the Innocence Project website to research a case for this assignment.
Respond to the questions below:
Summarize the facts of the case
Note whether the suspect identified by the victim or other witnesses. Note the information that was provided by the eyewitnesses.
Note information regarding the photo line-up or live line-up that was used to identify the defendant or anyone else in this case? How was the defendant identified? Explain.
what initiatives are police departments implementing to reduce the risk of eyewitness misidentification.
Sample Solution
In the world of business it is very important to make good investment decisions. But often excellent ideas into projects and business plans which in practice are marred by a bad calculation of the net present value, mainly due to inadequate application of formulas in estimating the discount rate or cost of capital is observed that They leave out some basics. One of the most important tasks of the assessment and management of business investment is to estimate the opportunity cost of capital. In modern theory, decision making in uncertainty introduces a conceptual framework for estimating the risk and return of an asset that is part of a portfolio or briefcase and under conditions of market equilibrium. This framework is called the pricing model of capital assets or CAPM (Capital Asset Pricing Model). In this model the risk of an investment is divided into systematic risk or market risk (non-diversifiable) risk and unsystematic (diversifiable) or specific risk of a company. The first type of risk is most important for the CAPM and is measured by its beta coefficient. This ratio relates the excess return of the action on the risk-free rate and the market excess return relative to the risk-free rate. The diversifiable risk or unsystematic risk arises from aspects such disputes, strikes, marketing programs with or without success and other events that are unique to a particular company. Since these events are essentially individual, their effects on an investment portfolio can be controlled and eliminated through diversification. The traditional way to get the beta coefficient is by means of a linear regression of two variables under the assumption that the excess return on investment, analyzed as a time series, has homoscedastic conditional variance. The CAPM model and other models that measure the expected return and the risk of an asset, have been severely criticized by a number of authors, which are inadequate structure of these models to estimate and predict the price risk. Some of these criticisms are based on the long-term variance is assumed constant. Other criticisms are supported with regression tests, which show that predictions about the rate of risk premium measured by the variables used as explanatory are inefficient. There strongest criticisms questioning the logic of empirical models Harry Markowitz and William Sharpe, who proposed the CAPM Although the CAPM and other models, such as arbitrage pricing, which measure the risk of an asset have been severely criticized, this is still very useful in evaluating corporate inves>
In the world of business it is very important to make good investment decisions. But often excellent ideas into projects and business plans which in practice are marred by a bad calculation of the net present value, mainly due to inadequate application of formulas in estimating the discount rate or cost of capital is observed that They leave out some basics. One of the most important tasks of the assessment and management of business investment is to estimate the opportunity cost of capital. In modern theory, decision making in uncertainty introduces a conceptual framework for estimating the risk and return of an asset that is part of a portfolio or briefcase and under conditions of market equilibrium. This framework is called the pricing model of capital assets or CAPM (Capital Asset Pricing Model). In this model the risk of an investment is divided into systematic risk or market risk (non-diversifiable) risk and unsystematic (diversifiable) or specific risk of a company. The first type of risk is most important for the CAPM and is measured by its beta coefficient. This ratio relates the excess return of the action on the risk-free rate and the market excess return relative to the risk-free rate. The diversifiable risk or unsystematic risk arises from aspects such disputes, strikes, marketing programs with or without success and other events that are unique to a particular company. Since these events are essentially individual, their effects on an investment portfolio can be controlled and eliminated through diversification. The traditional way to get the beta coefficient is by means of a linear regression of two variables under the assumption that the excess return on investment, analyzed as a time series, has homoscedastic conditional variance. The CAPM model and other models that measure the expected return and the risk of an asset, have been severely criticized by a number of authors, which are inadequate structure of these models to estimate and predict the price risk. Some of these criticisms are based on the long-term variance is assumed constant. Other criticisms are supported with regression tests, which show that predictions about the rate of risk premium measured by the variables used as explanatory are inefficient. There strongest criticisms questioning the logic of empirical models Harry Markowitz and William Sharpe, who proposed the CAPM Although the CAPM and other models, such as arbitrage pricing, which measure the risk of an asset have been severely criticized, this is still very useful in evaluating corporate inves>
