Search Results - subject:"Normal Distribution"

Study of the Normality of a Distribution

Raluca, Podaºcã - In: Ovidius University Annals, Economic Sciences Series XIV (2014) 1, pp. 397-400

Distributions of many natural phenomena are at least approximately normally distributed. The normal distribution is …

Persistent link: https://www.econbiz.de/10010940732

РЕАЛИЗАЦИЯ МЕТОДОВ ИМИТАЦИОННОГО МОДЕЛИРОВАНИЯ РИСКОВ ИНВЕСТИЦИОННЫХ ПРОЕКТОВ СРЕДСТВАМИ MS EXCEL

АЛЕКСАНДРОВИЧ, ГЛОТОВ ЕВГЕНИЙ; … - In: Бизнес Информ (2014) 3, pp. 119-124

Инвестиционное проектирование рассматривает инвестиционный проект как объект финансовой операции, связанной с распределенными во времени финансовыми...

Persistent link: https://www.econbiz.de/10011271168

Flexible modelling in statistics : past, present and future

Ley, Christophe - 2014

Persistent link: https://www.econbiz.de/10010418931

Simulating the market coefficient of relative risk aversion

Azar, Samih Antoine; Karaguezian-Haddad, Vera - In: Cogent economics & finance 2 (2014) 1, pp. 1-7

In this paper, expected utility, defined by a Taylor series expansion around expected wealth, is maximized. The coefficient of relative risk aversion (CRRA) that is commensurate with a 100% investment in the risky asset is simulated. The following parameters are varied: the riskless return, the...

Persistent link: https://www.econbiz.de/10010490408

Fund ratings : the method reconsidered

Corradin, Fausto; Sartore, Domenico - 2014 - First draft

Persistent link: https://www.econbiz.de/10011632156

How Robust Are Estimates of Equilibrium Real Exchange Rates; The Case of China

Leigh, Lamin; Dunaway, Steven Vincent; Li, Xiangming - International Monetary Fund (IMF) - 2006

Increased attention is being paid to assessments of the actual values of countries' real exchange rates relative to their "equilibrium" values as suggested by "fundamental" determining factors. This paper assesses the robustness of alternative approaches and models commonly used to derive...

Persistent link: https://www.econbiz.de/10005264021

Developing TOPSIS method using statistical normalization for selecting knowledge management strategies

Zadeh Sarraf, Amin; Mohaghar, Ali; Bazargani, Hossein - In: Journal of Industrial Engineering and Management (JIEM) 6 (2013) 4, pp. 860-875

' opinion. The normal distribution considered the most prominent probability distribution in statistics is used to normalize …, there are some assumptions that might affect the accuracy of the approach such as normal distribution of sample and … solution, opinions of all managers is gathered and normalized by using standard normal distribution and central limit theorem. …

Persistent link: https://www.econbiz.de/10011939083

Closed form solution of correlation in doubly truncated or censored sample of bivariate log-normal distribution

Vilmunen, Jouko; Palmroos, Peter - 2013

-normally distributed random variables, where the underlying log-normal distribution is potentially truncated and censored at both tails …. Throughout the analysis we further assume that the parameters of the unconstrained bivariate log-normal distribution are known …

Persistent link: https://www.econbiz.de/10012148188

Biased Bayesian Learning with an Application to the Risk-Free Rate Puzzle

Ludwig, Alexander; Zimper, Alexander - Economic Research Southern Africa (ERSA) - 2013

ambiguous beliefs about the mean of a normal distribution. In contrast to rational models of Bayesian learning the resulting …

Persistent link: https://www.econbiz.de/10011133847

On the Folded Normal Distribution

Tsagris, Michail; Beneki, Christina; Hassani, Hossein - Volkswirtschaftliche Fakultät, … - 2013

The characteristic function of the folded normal distribution and its moment function are derived. The entropy of the … folded normal distribution and the Kullback–Leibler from the normal and half normal distributions are approximated using …

Persistent link: https://www.econbiz.de/10011259094