Key Properties of Chi-Squared, Student's t and Longnormal Distribution von Edu Pristine

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Über den Vortrag

Der Vortrag „Key Properties of Chi-Squared, Student's t and Longnormal Distribution“ von Edu Pristine ist Bestandteil des Kurses „Archiv - Quantitative Analysis“. Der Vortrag ist dabei in folgende Kapitel unterteilt:

  • Students t-distribution
  • Lognormal distribution
  • The Chi-square distribution
  • Hypothesis testing and confidence intervals
  • Methods of probability sampling
  • Developing sampling distributions
  • Summary measures for the sampling distribution
  • Central limit theorem

Dozent des Vortrages Key Properties of Chi-Squared, Student's t and Longnormal Distribution

 Edu Pristine

Edu Pristine

Trusted by Fortune 500 Companies and 10,000 Students from 40+ countries across the globe, EduPristine is one of the leading International Training providers for Finance Certifications like FRM®, CFA®, PRM®, Business Analytics, HR Analytics, Financial Modeling, Operational Risk Modeling etc. It was founded by industry professionals who have worked in the area of investment banking and private equity in organizations such as Goldman Sachs, Crisil - A Standard & Poors Company, Standard Chartered and Accenture.

EduPristine has conducted corporate training for various leading corporations and colleges like JP Morgan, Bank of America, Ernst & Young, Accenture, HSBC, IIM C, NUS Singapore etc. EduPristine has conducted more than 500,000 man-hours of quality training in finance.
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Auszüge aus dem Begleitmaterial

... Chi-squared, Student’s t, Lognormal ...

... Flatter and thicker tails than normal distribution. ...

... The lognormal density function has the following ex pression: ...

... perform a quick test of the validity of the power law: Prob(v > x) = K * x-a. Where x is large, as a good model of the tail of the distribution? ...

... deviations against the log of x should be a straight (decreasing) line if the relationship strictly holds. ...

... The sampling distribution of the sample mean is a p robability distribution consisting of all possible sample means of a given sample size ...

... a sample is selected from each stratum. Independently and identically distributed (iid) ran dom variables: If a sample contains random variables such that each of them have the ...

... Values of X: 78, 76, 72, 74. Summary Measure for Population Distribution X N 70 71 72 73 74 75 76 77 78 79 ...

... Two important points ...

... and the mean is hypothesized to be 8. Suppose a sample size of 100 is considered. ...

... which implies that the sample mean X ...