The t distribution

This is the sixth book of examples from the Theory of Probability. This topic is not my favourite, however, thanks to my former colleague, Ole Jørsboe, I somehow managed to get an idea of what it is all about. The way I have treated the topic will often diverge from the more professional treatment. On the other hand, it will probably also be closer to the way of thinking which is more common among many readers, because I also had to start from scratch.

167p sn_buon 29-11-2012 36 2   Download

In this paper, we mainly consider the discrimination between these distributions. It is observed that the maximum likelihood estimators (MLEs) cannot be obtained in closed form.

15p danhnguyentuongvi27 19-12-2018 18 0   Download

We examine the nature of BRICS stock market returns using a t-DCC model and investigate whether multivariate volatility models can characterize and quantify market risk. We initially consider a multivariate normal-DCC model and show that it cannot adequately capture the fat tails prevalent in financial time series data. We then consider a multivariate t- version of the Gaussian dynamic conditional correlation (DCC) proposed by [16] and successfully implemented by [24, 26].

30p trinhthamhodang2 21-01-2020 12 0   Download

The objective this work is to calculate the VaR of portfolios via GARCH family models with normal and t-student distribution and via Monte Carlo Simulation. We used three portfolios composite with preferential stocks of five Ibovespa companies. The results show that the t distribution adjusts better to data, because the violation ratio of the VaR calculated with t distribution is less than the violation ratio estimated with normal distribution.

30p cothumenhmong4 24-03-2020 11 0   Download

What does a Distributer do? While Distributers are invisible to most consumers their role is to bridge the geographical gap between producer and retailer. Supermarkets and department stores couldn't exist without a complicated distribution system, capable of moving enormous amounts of product from point A – the producer to point C – the consumer. Distributors add significantly to the cost of the products we buy but they deliver a valuable service in providing access to the marketplace so producers can focus their energies on manufacturing the product.

42p dangsuynghi 15-03-2013 72 6   Download

Tuyển tập các báo cáo nghiên cứu về sinh học được đăng trên tạp chí sinh học thế giới đề tài: Mixed effects linear models with t-distributions for quantitative

0p toshiba19 15-11-2011 36 2   Download

Tuyển tập các báo cáo nghiên cứu về sinh học được đăng trên tạp chí sinh học thế giới đề tài: Bayesian QTL mapping using skewed Student-t distributions

0p toshiba19 15-11-2011 33 1   Download

(BQ) The document The behavioral sciences and essentials of statistics (Ninth edition): Part 1 has contents: Frequency distributions, central tendency, the t test for two independent samples, introduction to the t statistic,... and other contents. Invite you to refer.

319p thuongdanguyetan04 25-07-2019 14 0   Download

This paper investigates high frequency time-series features of stock returns and volatility on China's stock markets. The empirically observed probability distributions of log-returns are almost symmetric, highly leptokurtic, and characterized by a non-Gaussian profile for small index changes. Thus, the China's stock markets cannot be described by a random walk. We suggest that the correlation dynamics and stochastic changes of stock prices of China's stock markets are investigated by the Lorentz stable distribution.

34p chauchaungayxua2 19-01-2020 8 0   Download

The Chinese stock market is unique in which it is moved more by individual retail investors than institutional investors. Therefore, for economic and political stability it is more important to efficiently manage the risk of the Chinese stock market. We investigate its volatility dynamics through the GARCH model with three types of heavy-tailed distributions, the Student’s t, the NIG and the NRIG distributions.

7p nguyenanhtuan_qb 09-07-2020 5 0   Download

Traditional econometric modelling typically follows the idea that market returns follow a normal distribution. However, the concept of tail risk indicates that the distribution of returns is not normal, but skewed and has heavy tails. Thus, a heavy-tailed distribution, which accurately estimates the tail risk, would significantly improve quantitative risk management practice. In this paper, we compare four widely used heavy-tailed distributions using the S&P 500 daily returns.

11p nguyenanhtuan_qb 09-07-2020 6 0   Download

C H A P T E R 16 Test driving – sampling theory, estimation and hypothesis testing Chapter objectives This chapter will help you to: ■ ■ ■ ■ ■ ■ ■ understand the theory behind the use of sample results for prediction make use of the t distribution and appreciate its importance construct and interpret interval estimates of population means and population proportions work out necessary sample sizes for interval estimation carry out tests of hypotheses about population means, proportions and medians, and draw appropriate conclusions from them use the technology; the t distribution, estimat...

57p leslienguyen 21-11-2010 74 19   Download

WE CASUALLY ACCEPT ELECTRONICS in our everyday world. Those who don’t understand how it works are casually obedient. Those who take the time to learn electronics are viewed as geniuses. Do you want to learn how to control the power of electronics?

317p nguyenthai_thinh 16-03-2013 59 14   Download

Here you are, reading a book about designing iOS apps with HTML, CSS, and JavaScript that you can distribute or sell in the iTunes App Store. his must mean that you are a web designer and have some interest in designing native apps for the iPhone, iPod touch, and iPad. It might also mean that you’re ready to take a leap of faith and start reading about something that sounds too good to be true. Ater all, I had a work-shop atendee tell me last summer, “he only reason I signed up for your workshop is because I didn’t believe...

265p bongbong_hong 14-12-2012 148 8   Download

A lathe is a machine tool which spins a block of material to perform various operations such as cutting, Turning, Facing, Threading, sanding, knurling, drilling, or deformation such as metal spinning with tools that are applied to the work piece to create an object which has symmetry about an axis of rotation .Lathe Machine: • The term Centre Lathe is derived from the fact that in its operation the lathe holds a piece of material between two rigid supports called centres, or by some other device such as a chuck or faceplate which revolves about the centre line of the lathe. .Lathe...

75p louisxlll18107 29-01-2013 44 6   Download

The complementary in shopping does not eliminate the possibility to discriminate the shoppers and the captives when the two goods are complements. Rather, it gives an additional ability to do such discrimination without lowering prices too much as the shoppers have a stronger incentive to shop at one place. We were unable to solve our model when these costs are present as this task requires nding the marginal distributions as well as the distribution of the sum of the two prices.

153p dangsuynghi 15-03-2013 43 6   Download

Tasked in the previous section and ask the single question: Are the two sets drawn from the same distribution function, or from different distribution functions? Equivalently, in proper statistical language

9p babyuni 17-08-2010 46 5   Download

Technology is often a consequence of science and engineering — although technology as a human activity precedes the two fields. For example, science might study the flow of electrons in electrical conductors, by using already-existing tools and knowledge. This new-found knowledge may then be used by engineers to create new tools and machines, such as semiconductors, computers, and other forms of advanced technology. In this sense, scientists and engineers may both be considered technologists; the three fields are often considered as one for the purposes of research and reference.[14]...

0p louisxlll 20-12-2012 51 5   Download

The Soneplex Test Access Unit (TAU) module is an optional maintenance device that provides monitor and intrusive test access to the DS1 channels in the Soneplex Broadband chassis between the high speed network interface modules and the low speed DS1 distribution modules.

2p batoan 10-08-2009 130 5   Download

In 2004, Ruby on Rails became public. The world was surprised by its productivity and by the magic of Ruby that enabled Ruby on Rails. Many people knew Ruby before Rails, but few realized the power of the language, especially metaprogramming. But Rails is not the first framework to realize the power of Ruby. dRuby came long before Rails. It uses metaprogramming features for distributed programming. Proxy objects “automagically” delegate method calls to remote objects. You don’t have to write interface definitions in XML or any IDL.

266p hotmoingay3 09-01-2013 37 4   Download