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ryantolsma.com | ||
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austinrochford.com
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| | | | | While preparing the first in an upcoming series of posts on multi-armed bandits, I realized that a post diving deep on a simple Monte Carlo estimate of $\pi$ would be a useful companion, so here it is | |
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aakinshin.net
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| | | | | I have already discussed the concept of the quantile absolute deviation in several previous posts. In this post, we derive the equation for the relative statistical efficiency of the quantile absolute deviation against the standard deviation under the norma... | |
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statisticaloddsandends.wordpress.com
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| | | | | In this previous post, we defined Value at Risk (VaR): given a time horizon $latex T$ and a level $latex \alpha$, the VaR of an investment at level $latex \alpha$ over time horizon $latex T$ is a number or percentage X such that Over the time horizon $latex T$, the probability that the loss on... | |
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ddarmon.github.io
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