Search Results - subject:"Non-central Chi-squared"

Sample size calculations for main effects and interactions in case-control studies using Stata's nchi2 and npnchi2 functions

Saunders, Catherine L.; Bishop, D. Timothy; Barrett, … - In: Stata Journal 3 (2003) 1, pp. 47-56

The non-central Chi-squared distribution can be used to calculate power for tests detecting departure from a null …

Persistent link: https://www.econbiz.de/10005178352

Spinned Poisson distribution with health management application

Shanmugam, Ramalingam - In: Health Care Management Science 14 (2011) 4, pp. 299-306

Persistent link: https://www.econbiz.de/10009403227

EFFICIENT, ALMOST EXACT SIMULATION OF THE HESTON STOCHASTIC VOLATILITY MODEL

HAASTRECHT, ALEXANDER VAN; PELSSER, ANTOON - In: International Journal of Theoretical and Applied … 13 (2010) 01, pp. 1-43

Non-central Chi-squared distributed variance process, for which we suggest an efficient caching technique. At first sight … space of the inverse Non-central Chi-squared distribution is three-dimensional, the design of such a direct cache is rather … dimensionality problem and show that the three-dimensional inverse of the non-central chi-squared distribution can effectively be …

Persistent link: https://www.econbiz.de/10008487381

Beta lives - some statistical perspectives on the capital asset pricing model

Adcock, C. J.; Clark, E. A. - In: The European Journal of Finance 5 (1999) 3, pp. 213-224

This note summarizes some technical issues relevant to the use of the idea of excess return in empirical modelling. We cover the case where the aim is to construct a measure of expected return on an asset and a model of the CAPM type is used. We review some of the problems and show examples...

Persistent link: https://www.econbiz.de/10005471929