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statsandr.com | ||
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aakinshin.net
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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gregorygundersen.com
[AI summary] The blog post derives the expected value of a left-truncated lognormal distribution, explaining the mathematical derivation and validating it with Monte Carlo simulations. |
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statisticaloddsandends.wordpress.com
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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eklausmeier.goip.de
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