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  • Search: subject:"probability density function"
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Year of publication
Subject
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probability density function 49 probability 24 Probability density function 23 equation 23 probability density 23 statistics 20 equations 19 Economic models 17 Statistical distribution 17 Statistische Verteilung 17 Dichte <Stochastik> 15 Theorie 15 Theory 15 covariance 14 probabilities 14 standard deviation 14 correlation 13 normal distribution 13 probability distribution 13 Probability theory 12 Wahrscheinlichkeitsrechnung 12 random variable 12 time series 12 computation 11 econometrics 11 skewness 11 survey 11 Optionspreistheorie 10 Schätzung 10 calibration 10 forecasting 10 Option pricing theory 9 correlations 9 cumulative distribution function 9 logarithm 9 statistic 9 stochastic processes 9 integral 8 kurtosis 8 stochastic process 8
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Online availability
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Free 44 Undetermined 41
Type of publication
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Article 57 Book / Working Paper 47 Journal 2
Type of publication (narrower categories)
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Article in journal 15 Aufsatz in Zeitschrift 15 Arbeitspapier 9 Graue Literatur 9 Non-commercial literature 9 Working Paper 9 Aufsatz im Buch 2 Book section 2 Hochschulschrift 2 Article 1 Dissertation u.a. Prüfungsschriften 1 Lehrbuch 1 Monografische Reihe 1 Textbook 1 Thesis 1
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Language
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English 52 Undetermined 48 German 6
Author
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Krichene, Noureddine 4 Capuano, Christian 2 Chan-Lau, Jorge A. 2 Chang, Tian-Pau 2 Chen, Pai-Hsun 2 Ciccarelli, Matteo 2 Friebel, Ludvík 2 Friebelová, Jana 2 Giacomini, Raffaella 2 Gottschling, Andreas 2 Holbrook, Neil J. 2 Häfke, Christian 2 ISAIC-MANIU, Alexandru 2 Kocar, Ilhan 2 Lesage-Landry, Antoine 2 Li, Feng 2 Lin, Tsung-Chi 2 Liu, Feng-Jiao 2 Locht, Nicole van de 2 McAneney, John 2 Nadarajah, Saralees 2 Norets, Andriy 2 Pelenis, Justinas 2 Perkins, Sarah E. 2 Pitman, Andy J. 2 Rebucci, Alessandro 2 Todorov, Todor 2 White, Halbert 2 Xie, Min 2 Xu, Wei 2 Xu, Yong 2 Yang, Jun 2 Zhai, Qingqing 2 Zhao, Yu 2 Adam, Pasrun 1 Albadi, M.H. 1 Alentorn, Amadeo 1 Angle, John 1 Arimitsu, N. 1 Arimitsu, T. 1
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Institution
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International Monetary Fund (IMF) 24 International Monetary Fund 2 Society for Computational Economics - SCE 2 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 2 Erasmus University Rotterdam, Econometric Institute 1 Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam 1 Tilburg University, Center for Economic Research 1
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Published in...
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IMF Working Papers 23 Physica A: Statistical Mechanics and its Applications 11 Energy 4 IHS economics series : working paper 2 Informatica Economica 2 International Journal of Global Environmental Issues 2 Les cahiers du GERAD 2 Logistics 2 MPRA Paper 2 Reihe Ökonomie 2 Renewable Energy 2 Acta Universitatis Bohemiae Meridionales 1 Advances in Complex Systems (ACS) 1 Afro-Asian Journal of Finance and Accounting : AAJFA 1 Angewandte Statistik und Ökonometrie 1 Annals of the Institute of Statistical Mathematics 1 Applied Energy 1 Arbeiten zur angewandten Statistik 1 Business Systems Research 1 Central European journal of operations research : CEJOR ; official journal of the Austrian, Croatian, Czech, Hungarian, Slovakian and Slovenian OR Societies 1 Computational economics 1 Computing in Economics and Finance 2001 1 Computing in Economics and Finance 2005 1 Discussion Paper / Tilburg University, Center for Economic Research 1 Econometric Institute Report 1 Econometric Institute Research Papers 1 Emerging Markets Finance and Trade 1 Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets 1 Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria 1 Energies 1 Environmental economics and policy studies 1 European Journal of Operational Research 1 European journal of industrial engineering : EJIE 1 European journal of operational research : EJOR 1 Gabler research 1 IMF Staff Country Reports 1 Insurance / Mathematics & economics 1 International Journal of Global Energy Issues 1 International Journal of Information Technology & Decision Making (IJITDM) 1 International Journal of Operations Research and Information Systems (IJORIS) 1
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Source
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RePEc 68 ECONIS (ZBW) 30 USB Cologne (EcoSocSci) 5 BASE 1 EconStor 1 Other ZBW resources 1
Showing 51 - 60 of 106
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Transformation of an empirical distribution to normal distribution by the use of Johnson system of translation and symmetrical quantile method
Friebel, Ludvík; Friebelová, Jana - In: Acta Universitatis Bohemiae Meridionales 9 (2006) 1, pp. 75-79
This article deals with approximation of empirical distribution to standard normal distribution using Johnson transformation. This transformation enables us to approximate wide spectrum of continuous distributions with a normal distribution. The estimation of parameters of transformation...
Persistent link: https://www.econbiz.de/10010638564
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Non-Gaussianity effects in petrophysical quantities
Koohi Lai, Z.; Jafari, G.R. - In: Physica A: Statistical Mechanics and its Applications 392 (2013) 20, pp. 5132-5137
It has been proved that there are many indicators (petrophysical quantities) for the estimation of petroleum reservoirs. The value of information contained in each indicator is yet to be addressed. In this work, the most famous and applicable petrophysical quantities for a reservoir, which are...
Persistent link: https://www.econbiz.de/10011057262
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An Early Warning System of Financial Distress Using Multinomial Logit Models and a Bootstrapping Approach
Tsai, Bi-Huei - In: Emerging Markets Finance and Trade 49 (2013) S2, pp. 43-69
This study adopts multinomial logit models to separately measure the extent to which financial ratios and corporate governance signal the likelihood of "slight distress events" and "reorganization and bankruptcy." The results show that corporate governance variables are closely related to the...
Persistent link: https://www.econbiz.de/10010680841
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Wind energy potential assessment for the site of Inner Mongolia in China
Wu, Jie; Wang, Jianzhou; Chi, Dezhong - In: Renewable and Sustainable Energy Reviews 21 (2013) C, pp. 215-228
An accurate quantification and characterization of the available wind resources is necessary to optimally design a wind farm. To effectively evaluate the wind energy, studying the wind's statistical characteristics is required. The probability distribution of wind speed is a very important piece...
Persistent link: https://www.econbiz.de/10010636351
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Constrained regression for interval-valued data
González-Rivera, Gloria; Lin, Wei - In: Journal of business & economic statistics : JBES ; a … 31 (2013) 4, pp. 473-490
Persistent link: https://www.econbiz.de/10010337856
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An early warning system of financial distress using multinomial logit models and a bootstrapping approach
Tsai, Bi-huei - In: Emerging markets finance & trade : a journal of the … 49 (2013), pp. 43-69
Persistent link: https://www.econbiz.de/10009781399
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Subordinated Levy Processes and Applications to Crude Oil Options
Krichene, Noureddine - International Monetary Fund (IMF) - 2005
One approach to oil markets is to treat oil as an asset, besides its role as a commodity. Speculative and nonspeculative activity by investors in the derivatives markets could be responsible for a sizable increase in oil prices. This paper recognizes both the consumption and investment aspects...
Persistent link: https://www.econbiz.de/10005605320
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Deficit Limits, Budget Rules and Fiscal Policy
Manasse, Paolo - International Monetary Fund (IMF) - 2005
The paper presents a simple model for discussing the effects of deficit limits and budget rules on fiscal policy. I find that limits on deficit-output ratios provide incentives to implement procyclical policies when the economy is in intermediate states, and countercyclical policies only in very...
Persistent link: https://www.econbiz.de/10005263724
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Integro-differential equation for joint probability density in phase space associated with continuous-time random walk
Sau Fa, Kwok; Wang, K.G. - In: Physica A: Statistical Mechanics and its Applications 391 (2012) 15, pp. 3858-3864
We derive an integro-differential equation for the joint probability density function in phase space associated with … the continuous-time random walk, with generic waiting time probability density function and external force. This equation …
Persistent link: https://www.econbiz.de/10010872410
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Distribution of individual incomes in China between 1992 and 2009
Guo, Qiang; Gao, Li - In: Physica A: Statistical Mechanics and its Applications 391 (2012) 21, pp. 5139-5145
This paper presents comprehensive analysis of the evolution of the distribution of individual annual incomes across the majority of the population in China from 1992–2009. The cumulative distribution functions (CDFs) and probability density functions (PDFs) are presented. Overall, the CDFs...
Persistent link: https://www.econbiz.de/10011062592
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