Search Results - subject:"Mean-standard-deviation"

When Harry met Kelly : an overlooked result in the classical theory of optimal capital growth

Watt, Richard - 2025

Persistent link: https://www.econbiz.de/10015394373

A modified robust confidence interval for the population mean of distribution based on deciles

Abu-Shawiesh, Moustafa Omar Ahmed; Kibria, Bhuiyan … - In: Statistics in Transition new series (SiTns) 23 (2022) 1, pp. 109-128

The confidence interval is an important statistical estimator of population location and dispersion parameters. The paper considers a robust modified confidence interval, which is an adjustment of the Student's t confidence interval based on the decile mean and decile standard deviation for...

Persistent link: https://www.econbiz.de/10013444123

A modified robust confidence interval for the population mean of distribution based on deciles

Abu-Shawiesh, Moustafa O. A.; Juthaphorn Sinsomboonthong; … - In: Statistics in transition : an international journal of … 23 (2022) 1, pp. 109-128

Persistent link: https://www.econbiz.de/10013419397

Finding the L mean-standard deviation shortest paths under travel time uncertainty

Song, Maocan; Cheng, Lin; Ge, Huimin; Sun, Chao; Wang, … - In: Networks and spatial economics : a journal of … 24 (2024) 2, pp. 395-423

Persistent link: https://www.econbiz.de/10015126922

The impact of model risk on dynamic portfolio selection under multi-period mean-standard-deviation criterion

Penev, Spiridon; Shevchenko, Pavel V.; Wu, Wei - In: European journal of operational research : EJOR 273 (2019) 2, pp. 772-784

Persistent link: https://www.econbiz.de/10011987589

Joint logistics and financial services by a 3PL firm : effects of risk preference and demand volatility

Wang, Fan; Yang, Xiao; Zhuo, Xiaopo; Xiong, Minghua - In: Transportation research / E : an international journal 130 (2019), pp. 312-328

Persistent link: https://www.econbiz.de/10012117895

Quantitative Analysis of Lithium-Ion Battery Capacity Prediction via Adaptive Bathtub-Shaped Function

Chen, Yi; Miao, Qiang; Zheng, Bin; Wu, Shaomin; Pecht, … - In: Energies 6 (2013) 6, pp. 3082-3096

Batteries are one of the most important components in many mechatronics systems, as they supply power to the systems and their failures may lead to reduced performance or even catastrophic results. Therefore, the prediction analysis of remaining useful life (RUL) of batteries is very important....

Persistent link: https://www.econbiz.de/10010676119

Decomposition of stock market trade-offs using Shewhart methodology

Premarathna, Nadeeka; Godfrey, A. Jonathan R.; … - In: International Journal of Quality & Reliability Management 33 (2016) 9, pp. 1311-1331

Purpose The purpose of this paper is to investigate the applicability of Shewhart methodology and other quality management principles to gain a deeper understanding of the observed volatility in stock returns and its impact on market performance. Design/methodology/approach The validity of...

Persistent link: https://www.econbiz.de/10014802024

Decomposition of stock market trade-offs using Shewhart methodology

Premarathna, Nadeeka; Godfrey, A. Jonathan R.; … - In: International journal of quality & reliability management 33 (2016) 9, pp. 1311-1331

Persistent link: https://www.econbiz.de/10011607091

Examining the Functional Specification of Two-Parameter Model under Location and Scale Parameter Condition

Nakashima, Takahiro - 2006

The functional specification of mean-standard deviation approach is examined under location and scale parameter … condition. Firstly, the full set of restrictions imposed on the mean-standard deviation function under the location and scale … derives the new properties of the mean-standard deviation function on the applicability of additive separability and the …

Persistent link: https://www.econbiz.de/10009443502