Central Tendency, Dispersion, Bivariate Data, Volatility von Edu Pristine

Dozent des Vortrages Central Tendency, Dispersion, Bivariate Data, Volatility

Edu Pristine

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... The average of all values in the dataset: Median - the middle value when the dataset is arranged in increasing or the decreasing order or the mean of two middle values when number of data points are even. Mode - most frequently occurring data point in the dataset, i.e., one with the highest frequency. ...

... Median: For odd number of data Median = [(n+1)/2]th. Data point when the data set is arranged in ascending/descending order: For even number of cases Median = Average of (n/2)th data point and (n/2 +1)th data point, when the data set is arranged in increasing/decreasing order. Example 1: Find the median of 1, 4, 6, 2, 65, 3, 8, 2, 5, 8, 4, 5, 7, 3, 9. Arranging data in ascending we get, 1, 2, 2, 3, 3, 4, 4, 5, 5, 6, 7, 8, 8, 9, 65. Since, we have 15 (odd) data points, the median will be (15+1)/2 = 8th. ...

... When there are ties for the most frequent score, the distribution is bimodal if two scores tie or multimodal if more than two scores tie. Example: Find the mode of following data and classify whether unimodal, bimodal or multi modal. 2,3,6,4,7,3,2,5,10,14. Solution: Since, 2 and 3 occur twice in the raw data (most frequent) mode of following data is 2 & 3. ...

... Dispersion indicates how data are dispersed around the central location. ...

... Used as a basis of forecasting, calculate non#annualized return Rj using Rj = ln(S j+1/Sj) where S13Sj are the prices of stocks in equal interval of time h. ...

... Month 3 104, Month 4 110, Month 5 130. Find annualized historical volatility of the returns on this stock over the given time period. ... Variance = 176/9 = 19.55 Standard deviation = 4.42 Negative semi#variance = 88 / (n # 1) = 88/4 = 22 16 #1 1 1 18 ...

... Variable. Bivariate Data. Bivariate data. Data where we have measurements on two variables. ...

... Increase in demand of good X leads to shortage in supply of particular good, hence demand and supply shows negative covariance. On the other hand, increase in inflation leads to increase in petrol prices, showing two variables. ...

... Find the covariance between X and Y. Using the formula discussed in previous slide, we get co-variance = 46 / 6 = 7.66. ...

... Solution: Using the data of previous examples we get, Cov(x, y) = 7.66. Also, standard deviation of x = 4.40. Standard deviation of y = 2.45. ...

... Correlation matrix: Similar to covariance matrix, shows the correlation coefficient between two variables Note. ...