An expression for the joint distribution of serial correlation coefficients, circularly defined, has been derived. It has been shown that this distribution possesses properties similar to those ...

Recurrence formulae for the density function and the probability integral of the multiple correlation coefficient from a normal sample are obtained. When the number of independent variates is odd ...

Adam Hayes, Ph.D., CFA, is a financial writer with 15+ years Wall Street experience as a derivatives trader. Besides his extensive derivative trading expertise, Adam is an expert in economics and ...

In mathematics and statistics, a probability distribution, more properly called a probability density, assigns to every interval of the real numbers a probability, so that the probability axioms are ...

The asymptotic single risk factor (ASRF) approach is a simplified framework for determining regulatory capital charges for credit risk and has become an integral part of how credit risk capital ...

Students of statistics and researchers in search of a stats review will appreciate the Probability-Distributions app designed by Dr. Matthew Bognar at the University of Iowa. The app includes ...