This paper discusses the application of statistical, survey sampling technique to hedge fund tracking problems. I describe a strategy that allows an investor or a fund of hedge funds manager, to construct a small tracking portfolio that replicates the time series changes of the total relative...

This paper is concerned with the problem of deriving expressions for the Bayesian predictive survival functions for the median of future sample of generalized order statistics having odd and even sizes. Both of the informative and future samples are drawn from a population whose distribution is...

This study aims to measure student’s attitude towards statistics through a model that considers the variables proposed by Auzmendi (1992). Was examined whether the constructs: usefulness, motivation, likeness, confidence and anxiety influence the student's attitude towards statistics. Were...

This paper aims at identifying a most frequently multivariate technique,Principal Components Analysis (PCA), to solve a multicollinear single equation econometric model .results of the method used were compared to Ordinary Least Squares (OLS) and(Two Stages Least Squares (2SLS) to see if...

The purpose of this research is to analyze the factors affecting labour migration from the Northeast of Thailand to Bangkok; to describe the characteristics of migrant labour, and to study the demand of labour on social welfare. The random sampling of populations included the two provinces in...

By equal mean, two skew-symmetric families with the same kernel are quite similar, and the tails are often very close together. We use this observation to approximate the tail distribution of the skew-normal by the skew-normal-Laplace, and accordingly obtain a normal function approximation to...

In this paper, a new class of weighted generalized beta distribution of the second kind (WGB2) is presented. The construction makes use of the conservability approach which includes the size or length-biased distribution as a special case. The class of WGB2 is used as descriptive models for the...

The range control chart and the X bar control chart are the well known and the most popular tools for detecting out- of-control signals in the Statistical Quality Control (SQC). The control charts has shown his worth in the manufacturing industry. In this study we have applied the range and the...

This paper applies the class of weighted generalized beta distribution of the second kind (WGB2) as descriptive models for size distribution of income. The properties of WGB2 including mean, variance, coefficient of variation(CV), coefficient of skewness(CS), coefficient of kurtosis(CK) are...

A severe limitation of the original autoregressive process of order one or AR(1) process is the Gaussian nature of the assumed residual error distribution while the observed sample residual errors tend to be much more skewed and have a much higher kurtosis than is allowed by a normal...